Learning to optimize profits beats predicting returns -: comparing techniques for financial portfolio optimisation.

Wei Yan Martin Victor Sewell Christopher D. Clack Learning to optimize profits beats predicting returns -: comparing techniques for financial portfolio optimisation. 1681-1688 2008 GECCO http://doi.acm.org/10.1145/1389095.1389409 conf/gecco/2008 db/conf/gecco/gecco2008.html#YanSC08