Stock Portfolio Optimization with Using a New Hybrid Evolutionary Algorithm Based on ICA and GA: Recursive-ICA-GA (Case Study of Tehran Stock Exchange)
Emami, Mostafa, Amini, Amrollah, Emami, AlirezaYear:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2067126
File:
PDF, 1.68 MB
english, 2012