Index tracking optimization with cardinality constraint: a performance comparison of genetic algorithms and tabu search heuristics
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Software
Link
http://link.springer.com/article/10.1007/s00521-017-2882-2/fulltext.html
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3. Aouni B, Colapinto C, La Torre D (2013) A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making. Ann Oper Res 205:77–88
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