A reconstructive genetic algorithm in portfolio selection under concave transaction costs
- 所属机构名称:南京师范大学
- 会议名称:2nd International Conference on Information Science and Engineering, ICISE2010
- 成果类型:会议
- 会场:Hangzhou, China
- 相关项目:解大型非线性规划,非线性半定规划和变分不等式的过滤集型方法的研究