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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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2009 [1]
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INTERNATIO... [1]
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Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection
期刊论文
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2009, 卷号: 40, 期号: 11, 页码: 1139-1148
Authors:
Yan, Wei
;
Li, Shurong
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Submit date：2018/07/30
four-factor model
multi-period semi-variance portfolio
exchange rate
futures
hybrid GA with PSO
economic systems
finance
partial differential equations
genetic algorithms
