A DEA-based MOEA/D algorithm for portfolio optimization

Zhongbao Zhou, Xianghui Liu, Helu Xiao, Shijian Wu, Yueyue Liu. A DEA-based MOEA/D algorithm for portfolio optimization. Cluster Computing, 22(6):14477-14486, 2019. [doi]

Authors

Zhongbao Zhou

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Xianghui Liu

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Helu Xiao

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Shijian Wu

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Yueyue Liu

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