A Genetic Algorithm for Solving Portfolio Optimization Problems with Transaction Costs and Minimum Transaction Lots.


https://doi.org/10.1007/11539902_99
@inproceedings{DBLP:conf/icnc/LinLL05, author = {Dan Lin and Xiaoming Li and Minqiang Li}, editor = {Lipo Wang and Ke Chen and Yew{-}Soon Ong}, title = {A Genetic Algorithm for Solving Portfolio Optimization Problems with Transaction Costs and Minimum Transaction Lots}, booktitle = {Advances in Natural Computation, First International Conference, {ICNC} 2005, Changsha, China, August 27-29, 2005, Proceedings, Part {III}}, series = {Lecture Notes in Computer Science}, volume = {3612}, pages = {808--811}, publisher = {Springer}, year = {2005}, url = {https://doi.org/10.1007/11539902\_99}, doi = {10.1007/11539902\_99}, timestamp = {Sun, 02 Jun 2019 21:14:27 +0200}, biburl = {https://dblp.org/rec/conf/icnc/LinLL05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }

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