Y. Orito, H. Yamamoto. Index fund optimization using a genetic algorithm and a heuristic local search algorithm on scatter diagrams. In Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2007, 25-28 September 2007, Singapore. pages 2562-2568, IEEE, 2007. [doi]
@inproceedings{OritoY07,
title = {Index fund optimization using a genetic algorithm and a heuristic local search algorithm on scatter diagrams},
author = {Y. Orito and H. Yamamoto},
year = {2007},
doi = {10.1109/CEC.2007.4424793},
url = {http://dx.doi.org/10.1109/CEC.2007.4424793},
tags = {optimization, search},
researchr = {https://researchr.org/publication/OritoY07},
cites = {0},
citedby = {0},
pages = {2562-2568},
booktitle = {Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2007, 25-28 September 2007, Singapore},
publisher = {IEEE},
}