id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ejpam-6025	Baba, Cheibetta Ahmed ; Diongue, Abdou Ka	Portfolio Optimization Using CART and Genetic Algorithms	2025	19	.pdf	application/pdf	6195	385	57	Alternatively, authors such as Konno, Konno and Yamazaki [3], and Zenios, Pang and Speranza [4], have suggested that portfolio risk should be calculated in linear rather than quadratic form, to create linear programming models for selecting an optimal portfolio, while incorporating asymmetrical risk criteria to simplify optimization. Indexing of financial series We suggest modeling financial asset time series by estimating local trends.	cache/ejpam-6025.pdf	txt/ejpam-6025.txt