Multi-objective evolutionary methods for time-changing portfolio optimization problems
Thesis (S.M. in Ocean Systems Management)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 2007. === Includes bibliographical references (p. 77-79). === This thesis is focused on the discovery of efficient asset allocations with the use of evolutionary algorithms. The portfol...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2008
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| Online Access: | http://hdl.handle.net/1721.1/42307 |