A New Population Initialization Approach Based on Bordered Hessian for Portfolio Optimization Problems

Yukiko Orito, Yoshiko Hanada, Shunsuke Shibata, Hisashi Yamamoto. A New Population Initialization Approach Based on Bordered Hessian for Portfolio Optimization Problems. In IEEE International Conference on Systems, Man, and Cybernetics, Manchester, SMC 2013, United Kingdom, October 13-16, 2013. pages 1341-1346, IEEE, 2013. [doi]

Abstract

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