Multiobjective robustness for portfolio optimization in volatile environments

Created by W.Langdon from gp-bibliography.bib Revision:1.3872

@InProceedings{Hassan:2008:gecco,
  author =       "Ghada Hassan and Christopher D. Clack",
  title =        "Multiobjective robustness for portfolio optimization
                 in volatile environments",
  booktitle =    "GECCO '08: Proceedings of the 10th annual conference
                 on Genetic and evolutionary computation",
  year =         "2008",
  editor =       "Maarten Keijzer and Giuliano Antoniol and 
                 Clare Bates Congdon and Kalyanmoy Deb and Benjamin Doerr and 
                 Nikolaus Hansen and John H. Holmes and 
                 Gregory S. Hornby and Daniel Howard and James Kennedy and 
                 Sanjeev Kumar and Fernando G. Lobo and 
                 Julian Francis Miller and Jason Moore and Frank Neumann and 
                 Martin Pelikan and Jordan Pollack and Kumara Sastry and 
                 Kenneth Stanley and Adrian Stoica and El-Ghazali Talbi and 
                 Ingo Wegener",
  isbn13 =       "978-1-60558-130-9",
  pages =        "1507--1514",
  address =      "Atlanta, GA, USA",
  URL =          "http://www.cs.bham.ac.uk/~wbl/biblio/gecco2008/docs/p1507.pdf",
  DOI =          "doi:10.1145/1389095.1389387",
  publisher =    "ACM",
  publisher_address = "New York, NY, USA",
  month =        "12-16 " # jul,
  keywords =     "genetic algorithms, genetic programming, dynamic
                 environment, finance, multiobjective optimisation,
                 portfolio optimisation, robustness, Real-World
                 application",
  notes =        "GECCO-2008 A joint meeting of the seventeenth
                 international conference on genetic algorithms
                 (ICGA-2008) and the thirteenth annual genetic
                 programming conference (GP-2008).

                 ACM Order Number 910081. Also known as \cite{1389387}",
}

Genetic Programming entries for Ghada Hassan Christopher D Clack

Citations