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A memetic algorithm for cardinality-constrained portfolio optimization with transaction costs

Rubén Ruiz-Torrubiano, Alberto Suárez

Applied Soft Computing · 2015 · 52 citations · 44 references

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References

44

Regression Shrinkage and Selection Via the Lasso

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Optimization by Simulated Annealing

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Differential Evolution – A Simple and Efficient Heuristic for global Optimization over Continuous Spaces

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Frank Wilcoxon · Biometrics Bulletin · 1945 · 14.4K citations

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No free lunch theorems for optimization

David H. Wolpert, William G. Macready · IEEE Transactions on Evolutionary Computation · 1997 · 13.9K citations

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