An algorithm for evolutionary stochastic portfolio optimization with probabilistic constraints

Ronald Hochreiter

An algorithm for evolutionary stochastic portfolio optimization with probabilistic constraints

Vienna University of Economics and Business

Publikation: Beitrag in Buch/Bericht/Konferenzband › Konferenzbeitrag › peer-review

Originalsprache	Englisch
Titel	MENDEL 2010 - 16th International Conference on Soft Computing
Untertitel	Evolutionary Computation, Genetic Programming, Fuzzy Logic, Rough Sets, Neural Networks, Fractals, Bayesian Methods
Herausgeber (Verlag)	Brno University of Technology
Seiten	1-6
Seitenumfang	6
ISBN (Print)	9788021441200
Publikationsstatus	Veröffentlicht - 2010
Extern publiziert	Ja
Veranstaltung	16th International Conference on Soft Computing: Evolutionary Computation, Genetic Programming, Fuzzy Logic, Rough Sets, Neural Networks, Fractals, Bayesian Methods, MENDEL 2010 - Brno, Tschechische Republik Dauer: 23 Juni 2010 → 25 Juni 2010

Publikationsreihe

Name	Mendel
ISSN (Print)	1803-3814

Konferenz

Konferenz	16th International Conference on Soft Computing: Evolutionary Computation, Genetic Programming, Fuzzy Logic, Rough Sets, Neural Networks, Fractals, Bayesian Methods, MENDEL 2010
Land/Gebiet	Tschechische Republik
Ort	Brno
Zeitraum	23/06/10 → 25/06/10

Andere Dateien und Links

Verknüpfung zur Publikation in Scopus

Dieses zitieren

@inproceedings{973773b058fc4a699913f83d4937168c,

title = "An algorithm for evolutionary stochastic portfolio optimization with probabilistic constraints",

keywords = "Evolutionary algorithm, Portfolio optimization, Probabilistic constraints, Stochastic optimization",

author = "Ronald Hochreiter",

year = "2010",

language = "English",

isbn = "9788021441200",

series = "Mendel",

publisher = "Brno University of Technology",

pages = "1--6",

booktitle = "MENDEL 2010 - 16th International Conference on Soft Computing",

note = "16th International Conference on Soft Computing: Evolutionary Computation, Genetic Programming, Fuzzy Logic, Rough Sets, Neural Networks, Fractals, Bayesian Methods, MENDEL 2010 ; Conference date: 23-06-2010 Through 25-06-2010",

}

Hochreiter, R 2010, An algorithm for evolutionary stochastic portfolio optimization with probabilistic constraints. in MENDEL 2010 - 16th International Conference on Soft Computing: Evolutionary Computation, Genetic Programming, Fuzzy Logic, Rough Sets, Neural Networks, Fractals, Bayesian Methods. Mendel, Brno University of Technology, S. 1-6, 16th International Conference on Soft Computing: Evolutionary Computation, Genetic Programming, Fuzzy Logic, Rough Sets, Neural Networks, Fractals, Bayesian Methods, MENDEL 2010, Brno, Tschechische Republik, 23/06/10.

An algorithm for evolutionary stochastic portfolio optimization with probabilistic constraints. / Hochreiter, Ronald.
MENDEL 2010 - 16th International Conference on Soft Computing: Evolutionary Computation, Genetic Programming, Fuzzy Logic, Rough Sets, Neural Networks, Fractals, Bayesian Methods. Brno University of Technology, 2010. S. 1-6 (Mendel).

Publikation: Beitrag in Buch/Bericht/Konferenzband › Konferenzbeitrag › peer-review

TY - GEN

T1 - An algorithm for evolutionary stochastic portfolio optimization with probabilistic constraints

AU - Hochreiter, Ronald

PY - 2010

Y1 - 2010

KW - Evolutionary algorithm

KW - Portfolio optimization

KW - Probabilistic constraints

KW - Stochastic optimization

UR - https://www.scopus.com/pages/publications/84904165518

M3 - Conference contribution

AN - SCOPUS:84904165518

SN - 9788021441200

T3 - Mendel

SP - 1

EP - 6

BT - MENDEL 2010 - 16th International Conference on Soft Computing

PB - Brno University of Technology

T2 - 16th International Conference on Soft Computing: Evolutionary Computation, Genetic Programming, Fuzzy Logic, Rough Sets, Neural Networks, Fractals, Bayesian Methods, MENDEL 2010

Y2 - 23 June 2010 through 25 June 2010

ER -

An algorithm for evolutionary stochastic portfolio optimization with probabilistic constraints

Publikationsreihe

Konferenz

Andere Dateien und Links

Fingerprint

Dieses zitieren