Bo-Yu Liao, He-Wen Chen, Shu-Yu Kuo, Yao-Hsin Chou. Portfolio Optimization Based on Novel Risk Assessment Strategy with Genetic Algorithm. In 2015 IEEE International Conference on Systems, Man, and Cybernetics, Kowloon Tong, Hong Kong, October 9-12, 2015. pages 2861-2866, IEEE, 2015. [doi]
@inproceedings{LiaoCKC15,
title = {Portfolio Optimization Based on Novel Risk Assessment Strategy with Genetic Algorithm},
author = {Bo-Yu Liao and He-Wen Chen and Shu-Yu Kuo and Yao-Hsin Chou},
year = {2015},
doi = {10.1109/SMC.2015.498},
url = {http://dx.doi.org/10.1109/SMC.2015.498},
researchr = {https://researchr.org/publication/LiaoCKC15},
cites = {0},
citedby = {0},
pages = {2861-2866},
booktitle = {2015 IEEE International Conference on Systems, Man, and Cybernetics, Kowloon Tong, Hong Kong, October 9-12, 2015},
publisher = {IEEE},
isbn = {978-1-4799-8697-2},
}