Accurate solution of the Index Tracking problem with a hybrid simulated annealing algorithm

  1. Rubio-García, Á.
  2. Fernández-Lorenzo, S.
  3. García-Ripoll, J.J.
  4. Porras, D.
Revista:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Any de publicació: 2024

Volum: 639

Tipus: Article

DOI: 10.1016/J.PHYSA.2024.129637 GOOGLE SCHOLAR lock_openAccés obert editor

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