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]
@inproceedings{WangC19a-1,
title = {A Decomposition-Based Hybrid Estimation of Distribution Algorithm for Practical Mean-CVaR Portfolio Optimization},
author = {Yihua Wang and Wanyi Chen},
year = {2019},
doi = {10.1007/978-3-030-26969-2_4},
url = {https://doi.org/10.1007/978-3-030-26969-2_4},
researchr = {https://researchr.org/publication/WangC19a-1},
cites = {0},
citedby = {0},
pages = {38-50},
booktitle = {Intelligent Computing Theories and Application - 15th International Conference, ICIC 2019, Nanchang, China, August 3-6, 2019, Proceedings, Part II},
editor = {De-Shuang Huang and Kang-Hyun Jo and Zhi-Kai Huang},
volume = {11644},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-030-26969-2},
}