Wei-Han Liu. Optimal computing budget allocation to the differential evolution algorithm for large-scale portfolio optimization. J. Simulation, 11(4):380-390, 2017. [doi]
@article{Liu17-78,
title = {Optimal computing budget allocation to the differential evolution algorithm for large-scale portfolio optimization},
author = {Wei-Han Liu},
year = {2017},
doi = {10.1057/jos.2016.12},
url = {https://doi.org/10.1057/jos.2016.12},
researchr = {https://researchr.org/publication/Liu17-78},
cites = {0},
citedby = {0},
journal = {J. Simulation},
volume = {11},
number = {4},
pages = {380-390},
}