Optimized index tracking using a hybrid genetic algorithm

Roland Jeurissen, Jan van den Berg. Optimized index tracking using a hybrid genetic algorithm. In Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2008, June 1-6, 2008, Hong Kong, China. pages 2327-2334, IEEE, 2008. [doi]

@inproceedings{JeurissenB08,
  title = {Optimized index tracking using a hybrid genetic algorithm},
  author = {Roland Jeurissen and Jan van den Berg},
  year = {2008},
  doi = {10.1109/CEC.2008.4631108},
  url = {http://dx.doi.org/10.1109/CEC.2008.4631108},
  tags = {optimization},
  researchr = {https://researchr.org/publication/JeurissenB08},
  cites = {0},
  citedby = {0},
  pages = {2327-2334},
  booktitle = {Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2008, June 1-6, 2008, Hong Kong, China},
  publisher = {IEEE},
}