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.
Journal:
Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Year of publication: 2024
Volume: 639
Type: Article