An adaptive evolutionary strategy for long–short portfolio construction

Author:

di Tollo Giacomo,Fattoruso Gerarda,Filograsso GianniORCID

Publisher

Springer Science and Business Media LLC

Reference64 articles.

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5. Bäck, T.: Optimal mutation rates in genetic search. In: Forrest, S. (ed.) Proceedings of the 5th International Conference on Genetic Algorithms, Urbana-Champaign, IL, USA, June 1993, pp. 2–8. Morgan Kaufmann, (1993)

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