Jingjing Lu, Merrill Liechty. An empirical comparison between nonlinear programming optimization and simulated annealing (SA) algorithm under a higher moments Bayesian portfolio selection framework. In Shane G. Henderson, Bahar Biller, Ming-Hua Hsieh, John Shortle, Jeffrey D. Tew, Russell R. Barton, editors, Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007. pages 1021-1027, WSC, 2007. [doi]
@inproceedings{LuL07:2,
title = {An empirical comparison between nonlinear programming optimization and simulated annealing (SA) algorithm under a higher moments Bayesian portfolio selection framework},
author = {Jingjing Lu and Merrill Liechty},
year = {2007},
doi = {10.1145/1351542.1351721},
url = {http://doi.acm.org/10.1145/1351542.1351721},
tags = {empirical, optimization, programming, program optimization},
researchr = {https://researchr.org/publication/LuL07%3A2},
cites = {0},
citedby = {0},
pages = {1021-1027},
booktitle = {Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007},
editor = {Shane G. Henderson and Bahar Biller and Ming-Hua Hsieh and John Shortle and Jeffrey D. Tew and Russell R. Barton},
publisher = {WSC},
isbn = {1-4244-1306-0},
}