Asset portfolio optimization using support vector machines and real-coded genetic algorithm
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References listed on IDEAS
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- Gupta, Pankaj & Mittal, Garima & Mehlawat, Mukesh Kumar, 2013. "Expected value multiobjective portfolio rebalancing model with fuzzy parameters," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 190-203.
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KeywordsPortfolio optimization; Support vector machines; Real-coded genetic algorithm; Multicriteria decision making;
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