HYPO

Repo for the "Hybrid Optimization Framework with Dynamic Transition Scheme for Large-scale Portfolio Management". Due to the internal policy, please send me a request email (lzlong@connect.hku.hk) for obtaining the implementation.

Reference

Please consider citing our work if you find it helpful to yours.

@article{li2022hybrid,
  title={A Hybrid Optimization Framework with Dynamic Transition Scheme for Large-Scale Portfolio Management},
  author={Li, Zhenglong and Tam, Vincent},
  journal={Algorithms},
  volume={15},
  number={11},
  pages={404},
  year={2022},
  publisher={MDPI}
}