Constrained Index Tracking under Loss Aversion Using Differential Evolution

DOI10.1007/978-3-540-77477-8_2zbMath1153.91548OpenAlexW2108340617MaRDI QIDQ3521761

Dietmar G. Maringer

Publication date: 26 August 2008

Published in: Natural Computing in Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-77477-8_2

Mathematics Subject Classification ID

Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05)

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