Asset portfolio optimization using support vector machines and real-coded genetic algorithm
| Year of publication: |
2012
|
|---|---|
| Authors: | Gupta, Pankaj ; Mehlawat, Mukesh ; Mittal, Garima |
| Published in: |
Journal of Global Optimization. - Springer. - Vol. 53.2012, 2, p. 297-315
|
| Publisher: |
Springer |
| Subject: | Portfolio optimization | Support vector machines | Real-coded genetic algorithm | Multicriteria decision making |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010557866