Method of Musical Composition for the Portfolio Optimization Problem
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-62428-0_29
Reference20 articles.
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3. Chen, F.E.I., Weiyin, F.E.I.: Optimal control of markovian switching systems with applications to portfolio decisions under inflation. Acta Math. Sci. 35(2), 439–458 (2015)
4. da Barrosa, M.R., Sallesa, A.V., Ribeiroa, C.D.O.: Portfolio optimization through Kriging methods. Appl. Econ. (2016). doi: 10.1080/00036846.2016.1167827
5. Deng, G.F., Lin, W.T., Lo, C.C.: Markowitz-based portfolio selection with cardinality constraints using improved particle swarm optimization. Expert Syst. Appl. 39, 4558–4566 (2012)
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