From Expected Improvement to Investment Portfolio Improvement: Spreading the Risk in Kriging-Based Optimization

Rasmus K. Ursem. From Expected Improvement to Investment Portfolio Improvement: Spreading the Risk in Kriging-Based Optimization. In Thomas Bartz-Beielstein, Jürgen Branke, Bogdan Filipic, Jim Smith, editors, Parallel Problem Solving from Nature - PPSN XIII - 13th International Conference, Ljubljana, Slovenia, September 13-17, 2014. Proceedings. Volume 8672 of Lecture Notes in Computer Science, pages 362-372, Springer, 2014. [doi]

@inproceedings{Ursem14,
  title = {From Expected Improvement to Investment Portfolio Improvement: Spreading the Risk in Kriging-Based Optimization},
  author = {Rasmus K. Ursem},
  year = {2014},
  doi = {10.1007/978-3-319-10762-2_36},
  url = {http://dx.doi.org/10.1007/978-3-319-10762-2_36},
  researchr = {https://researchr.org/publication/Ursem14},
  cites = {0},
  citedby = {0},
  pages = {362-372},
  booktitle = {Parallel Problem Solving from Nature - PPSN XIII - 13th International Conference, Ljubljana, Slovenia, September 13-17, 2014. Proceedings},
  editor = {Thomas Bartz-Beielstein and Jürgen Branke and Bogdan Filipic and Jim Smith},
  volume = {8672},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-319-10761-5},
}