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"Pareto Driven Surrogate (ParDen-Sur) Assisted Optimisation of Multi-period ..."

Terence L. van Zyl, Matthew Woolway, Andrew Paskaramoorthy (2022)

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DOI: 10.48550/ARXIV.2209.13528

access: open

type: Informal or Other Publication

metadata version: 2022-10-06

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  dblp key:
  - journals/corr/abs-2209-13528
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  - https://dblp.org/rec/journals/corr/abs-2209-13528
Terence L. van Zyl, Matthew Woolway, Andrew Paskaramoorthy:
Pareto Driven Surrogate (ParDen-Sur) Assisted Optimisation of Multi-period Portfolio Backtest Simulations. CoRR abs/2209.13528 (2022)

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