Discrete portfolio optimisation for large scale systematic trading applications

Aistis Raudys, Zidrina Pabarskaite. Discrete portfolio optimisation for large scale systematic trading applications. In Tianqi Zhang, editor, 5th International Conference on BioMedical Engineering and Informatics, BMEI 2012, Chongqing, China, October 16-18, 2012. pages 1566-1570, IEEE, 2012. [doi]

Abstract

Abstract is missing.