Cite
Time-stamped resampling for robust evolutionary portfolio optimization
MLA
García, Sandra, et al. “Time-Stamped Resampling for Robust Evolutionary Portfolio Optimization.” Expert Systems with Applications, vol. 39, no. 12, Sept. 2012, pp. 10722–30. EBSCOhost, https://doi.org/10.1016/j.eswa.2012.02.195.
APA
García, S., Quintana, D., Galván, I. M., & Isasi, P. (2012). Time-stamped resampling for robust evolutionary portfolio optimization. Expert Systems with Applications, 39(12), 10722–10730. https://doi.org/10.1016/j.eswa.2012.02.195
Chicago
García, Sandra, David Quintana, Inés M. Galván, and Pedro Isasi. 2012. “Time-Stamped Resampling for Robust Evolutionary Portfolio Optimization.” Expert Systems with Applications 39 (12): 10722–30. doi:10.1016/j.eswa.2012.02.195.