使用遗传算法与非线性规划混合启发式方法控制资产数量的指数追踪
Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming
Annals of Operations Research · 2016
被引 49
ABS 3
- Leonardo Riegel Sant’Anna 通讯
- Tiago Pascoal Filomena
- Pablo Cristini Guedes
- Denis Borenstein
金融工程投资组合优化指数追踪启发式算法遗传算法