Evolving constrained mean-VaR efficient frontiers.
Haken K. Jevne, Pauline C. Haddow, Alexei A. Gaivoronski
VenueBCEC
Year2012
ProceedingsIEEE Congress on Evolutionary Computation
DBLP recordconf/cec/JevneHG12 ↗
Browse the full CEC paper archive.
Haken K. Jevne, Pauline C. Haddow, Alexei A. Gaivoronski
Browse the full CEC paper archive.