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A genetic algorithm for the UCITS-constrained index-tracking problem
2017 IEEE Congress on Evolutionary Computation (CEC)
◽
10.1109/cec.2017.7969394
◽
2017
◽
Author(s):
Oliver Strub
◽
Norbert Trautmann
Keyword(s):
Genetic Algorithm
◽
Index Tracking
◽
Tracking Problem
Download Full-text
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Genetic Algorithm Based LQR Control for AGV Path Tracking Problem
Journal of Physics Conference Series
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10.1088/1742-6596/1952/3/032012
◽
2021
◽
Vol 1952
(3)
◽
pp. 032012
Author(s):
Jingming Gu
◽
Dianjun Fang
Keyword(s):
Genetic Algorithm
◽
Path Tracking
◽
Tracking Problem
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Lqr Control
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Fast Methods for the Index Tracking Problem
Operations Research Proceedings - Operations Research Proceedings 2017
◽
10.1007/978-3-319-89920-6_38
◽
2018
◽
pp. 277-283
Author(s):
Dag Haugland
Keyword(s):
Index Tracking
◽
Tracking Problem
◽
Fast Methods
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A Three-phase Approach to an Enhanced Index-tracking Problem with Real-life Constraints
The Engineering Economist
◽
10.1080/0013791x.2019.1619887
◽
2019
◽
Vol 64
(3)
◽
pp. 227-253
Author(s):
O. Strub
◽
S. Brandinu
◽
D. Lerch
◽
J. Schaller
◽
N. Trautmann
Keyword(s):
Real Life
◽
Index Tracking
◽
Tracking Problem
◽
Phase Approach
◽
Three Phase
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Using Genetic Algorithm for Index Tracking–Evidence from Shanghai 50
TELKOMNIKA Indonesian Journal of Electrical Engineering
◽
10.11591/telkomnika.v12i3.4801
◽
2014
◽
Vol 12
(3)
◽
Author(s):
Jian-he Liu
◽
Xin Wu
◽
Qing-Song Fang
Keyword(s):
Genetic Algorithm
◽
Index Tracking
Download Full-text
Exact and heuristic approaches for the index tracking problem with UCITS constraints
Annals of Operations Research
◽
10.1007/s10479-012-1207-1
◽
2012
◽
Vol 205
(1)
◽
pp. 235-250
◽
Cited By ~ 20
Author(s):
Andrea Scozzari
◽
Fabio Tardella
◽
Sandra Paterlini
◽
Thiemo Krink
Keyword(s):
Index Tracking
◽
Tracking Problem
◽
Heuristic Approaches
Download Full-text
Solving the index tracking problem: a continuous optimization approach
Central European Journal of Operations Research
◽
10.1007/s10100-019-00633-0
◽
2019
◽
Cited By ~ 1
Author(s):
Mahdi Moeini
Keyword(s):
Continuous Optimization
◽
Optimization Approach
◽
Index Tracking
◽
Tracking Problem
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High-Dimensional Index Tracking with Cointegrated Assets Using an Hybrid Genetic Algorithm
SSRN Electronic Journal
◽
10.2139/ssrn.1785908
◽
2011
◽
Cited By ~ 2
Author(s):
Daniele Bianchi
◽
Antonio Gargano
Keyword(s):
Genetic Algorithm
◽
Hybrid Genetic Algorithm
◽
High Dimensional
◽
Index Tracking
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The Impact of Different Economic Scenarios Towards Portfolio Selection in Enhanced Index Tracking Problem
Advanced Science Letters
◽
10.1166/asl.2015.6001
◽
2015
◽
Vol 21
(5)
◽
pp. 1285-1288
◽
Cited By ~ 2
Author(s):
Lam Weng Siew
◽
Saiful Hafizah Hj.Jaaman
◽
Hamizun Bin Ismail
Keyword(s):
Portfolio Selection
◽
Index Tracking
◽
Tracking Problem
◽
The Impact
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A heuristic framework for the bi-objective enhanced index tracking problem
Omega
◽
10.1016/j.omega.2016.01.004
◽
2016
◽
Vol 65
◽
pp. 122-137
◽
Cited By ~ 30
Author(s):
C. Filippi
◽
G. Guastaroba
◽
M.G. Speranza
Keyword(s):
Index Tracking
◽
Tracking Problem
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Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints
SSRN Electronic Journal
◽
10.2139/ssrn.2066672
◽
2012
◽
Author(s):
Andrea Scozzari
◽
Fabio Tardella
◽
Sandra Paterlini
◽
Thiemo Krink
Keyword(s):
Index Tracking
◽
Tracking Problem
◽
Heuristic Approaches
Download Full-text
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