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"Dimension Reduction EA for Portfolio Replication Problem: Search Space ..."

Yukiko Orito, Yoshiko Hanada (2016)

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DOI: 10.1109/SCIS-ISIS.2016.0019

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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Yukiko Orito, Yoshiko Hanada:
Dimension Reduction EA for Portfolio Replication Problem: Search Space Change by Fixing Important Variables. SCIS&ISIS 2016: 22-25

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