Regularized Hypervolume Selection for Robust Portfolio Optimization in Dynamic Environments. Azevedo, C. R. & Zuben, F. J. V. In 2013 IEEE Congress on Evolutionary Computation (CEC'2013), pages 2146--2153, Cancún, México, 20-23 June, 2013. IEEE Press. ISBN 978-1-4799-0454-9bibtex @inproceedings{Azevedo13a,
author = {Carlos R.B. Azevedo and Fernando J. Von Zuben},
title = {{Regularized Hypervolume Selection for Robust Portfolio Optimization in Dynamic Environments}},
booktitle = {2013 IEEE Congress on Evolutionary Computation (CEC'2013)},
pages = {2146--2153},
publisher = {IEEE Press},
address = {Canc\'{u}n, M\'{e}xico},
month = {20-23 June},
year = {2013},
note = {ISBN 978-1-4799-0454-9}
}
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