Genetic algorithm designed for solving portfolio optimization problems subjected to cardinality constraint
Author:
Publisher
Springer Science and Business Media LLC
Subject
Strategy and Management,Safety, Risk, Reliability and Quality
Link
http://link.springer.com/article/10.1007/s13198-017-0574-z/fulltext.html
Reference28 articles.
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3. Deb K (2000) An efficient constraint handling method for genetic algorithms. Comput Methods Appl Mech Eng 186(2):311–338
4. Deep K, Singh KP, Kansal M, Mohan C (2009) A real coded genetic algorithm for solving integer and mixed integer optimization problems. Appl Math Comput 212(2):505–518
5. Deep K, Thakur M (2007) A new mutation operator for real coded genetic algorithms. Appl Math Comput 193(1):211–230
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