Search Space Reduction Model with Trigonometric Function for Linear Equality Constraint-handling: The Case of Portfolio Replication Problem
Title: | Search Space Reduction Model with Trigonometric Function for Linear Equality Constraint-handling: The Case of Portfolio Replication Problem |
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Authors: | Orito, Yukiko, Hanada, Yoshiko, Li, Junzhi |
Source: | 2019 IEEE Congress on Evolutionary Computation (CEC) Evolutionary Computation (CEC), 2019 IEEE Congress on. :1074-1080 Jun, 2019 |
Relation: | 2019 IEEE Congress on Evolutionary Computation (CEC) |
Database: | IEEE Xplore Digital Library |
ISBN: | 9781728121536 9781728121529 |
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DOI: | 10.1109/CEC.2019.8790046 |
Published in: | 2019 IEEE Congress on Evolutionary Computation (CEC), Evolutionary Computation (CEC), 2019 IEEE Congress on |