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Multi-objective Scatter Search with External Archive for Portfolio Optimization

Khin Lwin, Rong Qu, Jianhua Zheng. Multi-objective Scatter Search with External Archive for Portfolio Optimization. In Agostinho C. Rosa, António Dourado, Kurosh Madani Correia, Joaquim Filipe, Janusz Kacprzyk, editors, IJCCI 2013 - Proceedings of the 5th International Joint Conference on Computational Intelligence, Vilamoura, Algarve, Portugal, 20-22 September, 2013. pages 111-119, SciTePress, 2013. [doi]

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Khin Lwin

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Rong Qu

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Jianhua Zheng

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