A Genetic Algorithm for Solving Portfolio Optimization Problems with Transaction Costs and Minimum Transaction Lots

Dan Lin 0002, Xiaoming Li, Minqiang Li. A Genetic Algorithm for Solving Portfolio Optimization Problems with Transaction Costs and Minimum Transaction Lots. In Lipo Wang, Ke Chen, Yew-Soon Ong, editors, Advances in Natural Computation, First International Conference, ICNC 2005, Changsha, China, August 27-29, 2005, Proceedings, Part III. Volume 3612 of Lecture Notes in Computer Science, pages 808-811, Springer, 2005. [doi]

Authors

Dan Lin 0002

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Xiaoming Li

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Minqiang Li

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