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August 23, 2022
Pareto Driven Surrogate (Par Den-Sur)Assisted Optimisation of Multi-period Portfolio...
Terence van Zyl , Matthew Woolway , Andrew Paskaramoorthy , et al.
April 08, 2022
Surrogate Assisted Evolutionary Multi-objective Optimisation applied to a Pressure Sw...
Terence van Zyl , Liezl Stander , Matthew Woolway , et al.
February 22, 2022
Deep Reinforcement Learning and Convex Mean-Variance Optimisation for Portfolio Manag...
Ruan Pretorius and Terence van Zyl