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J-GLOBAL ID:201802242638328803
整理番号:18A0354576
多目的進化的アルゴリズムと技術解析規則を用いた平均半分散ポートフォリオ最適化【Powered by NICT】
Mean-semivariance portfolio optimization with multiobjective evolutionary algorithms and technical analysis rules
著者 (7件):
Macedo Luis Lobato
(Revenue & Customs, Deputy Directorate-General for Tax Collection, Lisbon, Portugal)
,
Macedo Luis Lobato
(Faculty of Economics, University of Coimbra, Coimbra, Portugal)
,
Godinho Pedro
(CeBER - Center for Business and Economics Research, University of Coimbra, Portugal)
,
Godinho Pedro
(Faculty of Economics, University of Coimbra, Coimbra, Portugal)
,
Alves Maria Joao
(CeBER - Center for Business and Economics Research, University of Coimbra, Portugal)
,
Alves Maria Joao
(INESC, Coimbra, Portugal)
,
Alves Maria Joao
(Faculty of Economics, University of Coimbra, Coimbra, Portugal)
資料名:
Expert Systems with Applications
(Expert Systems with Applications)
巻:
79
ページ:
33-43
発行年:
2017年
JST資料番号:
W0178A
ISSN:
0957-4174
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
オランダ (NLD)
言語:
英語 (EN)