Portfolio Optimization Based on Principal Component Analysis and Second-Order Surrogate-Assisted Memetic Differential Evolution Algorithm
Han, Ning, Chen, Yinnan, Zhao, Xinchao, Han, Mingzhang
Published in 2023 5th International Conference on Data-driven Optimization of Complex Systems (DOCS) (22.09.2023)
Published in 2023 5th International Conference on Data-driven Optimization of Complex Systems (DOCS) (22.09.2023)
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