A memetic algorithm for cardinality-constrained portfolio optimization with transaction costs
This is the author’s version of a work that was accepted for publication in Applied Soft Computing. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may...
| Autores: | , |
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| Tipo de documento: | artigo |
| Estado: | Versión aceptada para publicación |
| Data de publicação: | 2015 |
| País: | España |
| Recursos: | Universidad Autónoma de Madrid |
| Repositório: | Biblos-e Archivo. Repositorio Institucional de la UAM |
| OAI Identifier: | oai:repositorio.uam.es:10486/676217 |
| Acesso em linha: | http://hdl.handle.net/10486/676217 |
| Access Level: | Acceso aberto |
| Palavra-chave: | Combinatorial optimization Genetic algorithms Portfolio selection Transaction costs Informática |
| Resumo: | This is the author’s version of a work that was accepted for publication in Applied Soft Computing. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Applied Soft Computing, Vol 36 (2015) DOI 10.1016/j.asoc.2015.06.053 |
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