Khomchenko Andrei Anatol'evich

Publications in Math-Net.Ru

1. Empirical analysis of algorithms for solving the index tracking problem
   
   Izv. Saratov Univ. Math. Mech. Inform., 18:1 (2018),  101–124
2. Heuristic algorithm for the cardinality constrained portfolio optimization problem
   
   Izv. Saratov Univ. Math. Mech. Inform., 13:2(2) (2013),  92–95
3. Differential evolution algorithm for solving the portfolio optimization problem
   
   Izv. Saratov Univ. Math. Mech. Inform., 13:2(2) (2013),  88–91