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Cardinality constrained portfolio optimization with a hybrid scheme combining a Genetic Algorithm and Sonar Inspired Optimization
Konstantinou, Christos, Tzanetos, Alexandros, Dounias, GeorgiosJournal:
Operational Research
DOI:
10.1007/s12351-020-00614-1
Date:
November, 2020
File:
PDF, 1.30 MB
2020