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Showing 1 to 1 of 1 for “"Teoria da Computação"”.
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Index tracking model through an enhanced GRASP approach for the financial portfolio problem
… a novel application of Greedy Randomized Adaptive Search Procedure (GRASP) for index tracking. It was sought to implement and adapt a heuristic that was not yet applied to the index tracking problem and evaluate its performance relative to a commercial solver. It was necessary to develop a …