Genetic algorithm versus classical methods in sparse index tracking
type: Item
instance of: scholarly article
title: Genetic algorithm versus classical methods in sparse index tracking
zbMATH Open document ID: 1398.91518
author: Margherita Giuzio
published in: Decisions in Economics and Finance
publication date: 2018-01-31T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 6833085
zbMATH Keywords: portfolio optimization
zbMATH Keywords: sparsity
zbMATH Keywords: heuristics
zbMATH Keywords: index tracking
describes a project that uses: sparsenet
MaRDI profile type: Publication
full work available at URL: s10203-017-0191-y
OpenAlex ID: W2619205994
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DOI: 10.1007/S10203-017-0191-Y
description: scientific article; zbMATH DE number 6833085