Using genetic algorithm to solve a new multi-period stochastic optimization model (Q2389543)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using genetic algorithm to solve a new multi-period stochastic optimization model |
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Using genetic algorithm to solve a new multi-period stochastic optimization model (English)
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17 July 2009
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conditional value-at-risk
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efficient frontier
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genetic algorithm
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simulated path
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transaction costs
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