Evolution strategies with Ledoit-Wolf covariance matrix estimation

Oliver Kramer. Evolution strategies with Ledoit-Wolf covariance matrix estimation. In IEEE Congress on Evolutionary Computation, CEC 2015, Sendai, Japan, May 25-28, 2015. pages 1712-1716, IEEE, 2015. [doi]

@inproceedings{Kramer15-6,
  title = {Evolution strategies with Ledoit-Wolf covariance matrix estimation},
  author = {Oliver Kramer},
  year = {2015},
  doi = {10.1109/CEC.2015.7257093},
  url = {http://dx.doi.org/10.1109/CEC.2015.7257093},
  researchr = {https://researchr.org/publication/Kramer15-6},
  cites = {0},
  citedby = {0},
  pages = {1712-1716},
  booktitle = {IEEE Congress on Evolutionary Computation, CEC 2015, Sendai, Japan, May 25-28, 2015},
  publisher = {IEEE},
  isbn = {978-1-4799-7492-4},
}