An Evolutionary Weight Encoding Scheme and Crossover Methodology in Portfolio Assets Allocation

Ping-Chen Lin, Po-Chang Ko, Hsin-Chieh Wang. An Evolutionary Weight Encoding Scheme and Crossover Methodology in Portfolio Assets Allocation. In Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006. Atlantis Press, 2006. [doi]