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A Particle Swarm Optimisation Approach in the Construction of Optimal Risky Portfolios

Graham Kendall, Yan Su. A Particle Swarm Optimisation Approach in the Construction of Optimal Risky Portfolios. In M. H. Hamza, editor, IASTED International Conference on Artificial Intelligence and Applications, part of the 23rd Multi-Conference on Applied Informatics, Innsbruck, Austria, February 14-16, 2005. pages 140-145, IASTED/ACTA Press, 2005.

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