Fitness Landscape Analysis of Prospect Theory-Based Portfolio Optimization Problem Using Loan

Kiyoharu Tagawa, Yukiko Orito. Fitness Landscape Analysis of Prospect Theory-Based Portfolio Optimization Problem Using Loan. In 62nd Annual Conference of the Society of Instrument and Control Engineers, SICE 2023, Tsu, Japan, September 6-9, 2023. pages 878-883, IEEE, 2023. [doi]

Abstract

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