Comparison of Evolutionary Techniques for Value-at-Risk Calculation

Gonul Uludag, Sima Uyar, Kerem Senel, Hasan Dag. Comparison of Evolutionary Techniques for Value-at-Risk Calculation. In Mario Giacobini, Anthony Brabazon, Stefano Cagnoni, Gianni Di Caro, Rolf Drechsler, Muddassar Farooq, Andreas Fink, Evelyne Lutton, Penousal Machado, Stefan Minner, Michael O Neill, Juan Romero, Franz Rothlauf, Giovanni Squillero, Hideyuki Takagi, Sima Uyar, Shengxiang Yang, editors, Applications of Evolutinary Computing, EvoWorkshops 2007: EvoCoMnet, EvoFIN, EvoIASP,EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTransLog, Valencia, Spain, April11-13, 2007, Proceedings. Volume 4448 of Lecture Notes in Computer Science, pages 218-227, Springer, 2007. [doi]


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