3 search results - page 1 / 1 » Heuristics for cardinality constrained portfolio optimisatio... |
COR
2000
13 years 10 months ago
2000
GECCO
2006
Springer
14 years 2 months ago
2006
Springer
In this paper, we describe how a genetic algorithm approach added to a simulated annealing (SA) process offers a better alternative to find the mean variance frontier in the portf...
COR
2007
13 years 11 months ago
2007
In this paper we apply a heuristic method based on artificial neural networks (NN) in order to trace out the efficient frontier associated to the portfolio selection problem. We...