Asset portfolio optimization using support vector machines and real-coded genetic algorithm

Pankaj Gupta (), Mukesh Mehlawat and Garima Mittal

Journal of Global Optimization, 2012, vol. 53, issue 2, 297-315

Keywords: Portfolio optimization; Support vector machines; Real-coded genetic algorithm; Multicriteria decision making (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10898-011-9692-3

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