Accurate solution of the Index Tracking problem with a hybrid simulated annealing algorithm
- Rubio-García, Á.
- Fernández-Lorenzo, S.
- García-Ripoll, J.J.
- Porras, D.
Revista:
Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Any de publicació: 2024
Volum: 639
Tipus: Article