Yihua Wang, Wanyi Chen. A Decomposition-Based Hybrid Estimation of Distribution Algorithm for Practical Mean-CVaR Portfolio Optimization. In De-Shuang Huang, Kang-Hyun Jo, Zhi-Kai Huang, editors, Intelligent Computing Theories and Application - 15th International Conference, ICIC 2019, Nanchang, China, August 3-6, 2019, Proceedings, Part II. Volume 11644 of Lecture Notes in Computer Science, pages 38-50, Springer, 2019. [doi]
Abstract is missing.