Asset portfolio optimization using support vector machines and real-coded genetic algorithm
Year of publication: |
2012
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Authors: | Gupta, Pankaj ; Mehlawat, Mukesh Kumar ; Mittal, Garima |
Published in: |
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering. - Dordrecht [u.a.] : Springer, ISSN 0925-5001, ZDB-ID 1074566x. - Vol. 53.2012, 2, p. 297-316
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