Dimension Reduction EA for Portfolio Replication Problem: Search Space Change by Fixing Important Variables

Yukiko Orito, Yoshiko Hanada. Dimension Reduction EA for Portfolio Replication Problem: Search Space Change by Fixing Important Variables. In 2016 Joint 8th International Conference on Soft Computing and Intelligent Systems (SCIS) and 17th International Symposium on Advanced Intelligent Systems (ISIS), Sapporo, Japan, August 25-28, 2016. pages 22-25, IEEE, 2016. [doi]

Abstract

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