- author = "Ghada Hassan and Christopher D. Clack",
- title = "Multiobjective robustness for portfolio optimization in volatile environments",
- booktitle = "GECCO '08: Proceedings of the 10th annual conference on Genetic and evolutionary computation",
- year = "2008",
- editor = "Maarten Keijzer and Giuliano Antoniol and Clare Bates Congdon and Kalyanmoy Deb and Benjamin Doerr and Nikolaus Hansen and John H. Holmes and Gregory S. Hornby and Daniel Howard and James Kennedy and Sanjeev Kumar and Fernando G. Lobo and Julian Francis Miller and Jason Moore and Frank Neumann and Martin Pelikan and Jordan Pollack and Kumara Sastry and Kenneth Stanley and Adrian Stoica and El-Ghazali Talbi and Ingo Wegener",
- isbn13 = "978-1-60558-130-9",
- pages = "1507--1514",
- address = "Atlanta, GA, USA",
-
URL = "
http://gpbib.cs.ucl.ac.uk/gecco2008/docs/p1507.pdf",
-
DOI = "
doi:10.1145/1389095.1389387",
- publisher = "ACM",
- publisher_address = "New York, NY, USA",
- month = "12-16 " # jul,
- keywords = "genetic algorithms, genetic programming, dynamic environment, finance, multiobjective optimisation, portfolio optimisation, robustness, Real-World application",
-
notes = "GECCO-2008 A joint meeting of the seventeenth
international conference on genetic algorithms
(ICGA-2008) and the thirteenth annual genetic
programming conference (GP-2008).
ACM Order Number 910081. Also known as \cite{1389387}",
