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Cardinality constrained portfolio optimization with a hybrid scheme combining a Genetic Algorithm and Sonar Inspired Optimization

Christos Konstantinou, Alexandros Tzanetos, Georgios Dounias. Cardinality constrained portfolio optimization with a hybrid scheme combining a Genetic Algorithm and Sonar Inspired Optimization. Operational Research, 22(3):2465-2487, 2022. [doi]

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