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@MANUAL{r_env,
  title = {{\proglang{R}}: A Language and Environment for Statistical Computing},
  author = {{\proglang{R} Development Core Team}},
  organization = {\proglang{R} Foundation for Statistical Computing},
  address = {Vienna, Austria},
  year = {2011},
  note = {{ISBN 3-900051-07-0}},
  url = {http://www.R-project.org}
}

@ARTICLE{Ardia:Ospina:Giraldo:2011,
  author = {David Ardia and Juan Ospina Arango and Norman Giraldo Gomez},
  title = {{J}ump-Diffusion Calibration using {D}ifferential {E}volution},
  journal = {Wilmott Magazine},
  year = {2011},
  volume = {55},
  pages = {76-79},
  month = {September}
}

@ARTICLE{ArdiaBoudtCarlMullenPeterson2011,
  author = {David Ardia and Kris Boudt and Peter Carl and Katharine M. Mullen
	and Brian G. Peterson},
  title = {{D}ifferential {E}volution with {DEoptim}: An Application to Non-Convex
	Portfolio Optimization},
  journal = {The R Journal},
  year = {2011},
  volume = {3},
  pages = {27--34},
  number = {1}
}

@MANUAL{DEoptim,
  title = {{\pkg{DEoptim}}: Differential Evolution Optimization in \proglang{R}},
  author = {Ardia, David and Mullen, Katharine and Brian G. Peterson and Joshua
	Ulrich},
  year = {2011},
  url = {http://CRAN.R-project.org/package=DEoptim}
}

@ARTICLE{genx,
  author = {Bj{\"{o}}rck, Matts and Andersson, Gabriella},
  title = {{{\it GenX}: An Extensible X-ray Reflectivity Refinement Program
	Utilizing Differential Evolution}},
  journal = {Journal of Applied Crystallography},
  year = {2007},
  volume = {40},
  pages = {1174--1178},
  number = {6}
}

@MISC{PortAnalytics,
  author = {Boudt, Kris and Carl, Peter and Brian G. Peterson},
  title = {{PortfolioAnalytics}: Portfolio Analysis, including numeric methods
	for optimization of portfolios},
  year = {2011},
  note = {R package version 0.6},
  owner = {brian},
  timestamp = {2008.02.01},
  url = {https://r-forge.r-project.org/R/?group_id=579}
}

@MISC{BoudtCarlPeterson2010,
  author = {Boudt, Kris and Carl, Peter and Peterson, Brian G.},
  title = {Portfolio Optimization with Conditional Value-at-Risk Budgets},
  month = jan,
  year = {2010},
  owner = {ardiad},
  timestamp = {2010.02.09}
}

@INPROCEEDINGS{BoudtPetersonCarl2008,
  author = {Boudt, Kris and Peterson, Brian G and Carl, Peter},
  title = {Hedge Fund Portfolio Selection with Modified Expected Shortfall},
  booktitle = {Computational Finance and its Applications III},
  year = {2008},
  editor = {Brebbia, C. and Constantino, M. and Larran, M.},
  series = {WIT Transactions on Modelling and Simulation},
  publisher = {WIT, Southampton},
  owner = {Administrator},
  timestamp = {2010.02.01}
}

@ARTICLE{Boudt2008,
  author = {Boudt, Kris and Peterson, Brian G. and Croux, Christophe},
  title = {Estimation and Decomposition of Downside Risk for Portfolios with
	Non-Normal Returns},
  journal = {Journal of Risk},
  year = {2008},
  volume = {11},
  pages = {79-103},
  number = {2},
  keywords = {Value at Risk, VaR, Component Value at Risk, Expected Shortfall, ES,
	Conditional Value at Risk, CVaR, risk contribution, portfolio allocation,
	Cornish-Fisher expansion, Edgeworth expansion},
  owner = {brian},
  timestamp = {2007.09.12}
}

@BOOK{bowden,
  title = {X-Ray Metrology in Semiconductor Manufacturing},
  publisher = {CRC Press},
  year = {2006},
  author = {D. Keith Bowen and Brian K. Tanner}
}

@ARTICLE{Borner:Higgins:Kantelhardt:Scheiter:07,
  author = {B{\"{o}}rner, Jan and Higgins, Steven I. and Kantelhardt, Jochen
	and Scheiter, Simon},
  title = {Rainfall or Price Variability: What Determines Rangeland Management
	Decisions? A Simulation-Optimization Approach to {S}outh {A}frican
	Savanas},
  journal = {Agricultural Economics},
  year = {2007},
  volume = {37},
  pages = {189--200},
  number = {2--3},
  owner = {ardiad},
  pdf = {BornerHigginsKantelhardtScheiter_RainfallOrPriceVariabilityWhatDeterminesRangelandManagementDecisionsASimulationOptimizationApproachToSouthAfricanSavannas.PDF},
  timestamp = {2009.12.03}
}

@MANUAL{PerformanceAnalytics,
  title = {PerformanceAnalytics: Econometric tools for performance and risk
	analysis.},
  author = {Peter Carl and Brian G. Peterson},
  year = {2010},
  note = {R package version 1.0.3.2},
  owner = {ardiad},
  timestamp = {2011.05.11},
  url = {http://CRAN.R-project.org/package=PerformanceAnalytics}
}

@MANUAL{RcppDE,
  title = {{\pkg{RcppDE}}: Global optimization by differential evolution in
	\proglang{C++}},
  author = {Dirk Eddelbuettel},
  year = {2010},
  note = {\proglang{R} package version 0.1.0},
  url = {http://CRAN.R-project.org/package=RcppDE}
}

@ARTICLE{Higgins:Kantelhardt:Scheiter:Boerner:07,
  author = {Higgins, Steven I. and Kantelhardt, Jochen and Scheiter, Simon and
	Boerner, Jan},
  title = {Sustainable Management of Extensively Managed Savanna Rangelands},
  journal = {Ecological Economics},
  year = {2007},
  volume = {62},
  pages = {102--114},
  number = {1},
  owner = {ardiad},
  pdf = {HigginsKantelhardtScheiterBoerner_SustainableManagementOfExtensivelyManagedSavannaRangelands.PDF},
  timestamp = {2009.12.03}
}

@BOOK{holland,
  title = {Adaptation in Natural Artificial Systems},
  publisher = {University of Michigan Press},
  year = {1975},
  author = {Holland, John H.},
  address = {Ann Arbor}
}

@BOOK{mitchell,
  title = {An Introduction to Genetic Algorithms},
  publisher = {The MIT Press},
  year = {1998},
  author = {Mitchell, Melanie}
}

@ARTICLE{DEoptimJSS2011,
  author = {Katharine Mullen and David Ardia and David Gil and Donald Windover
	and James Cline},
  title = {{DEoptim}: An {R} Package for Global Optimization by Differential
	Evolution},
  journal = {Journal of Statistical Software},
  year = {2011},
  volume = {40},
  pages = {1--26},
  number = {6},
  url = {http://www.jstatsoft.org/v40/i06/}
}

@BOOK{nash,
  title = {Compact Numerical Methods for Computers: Linear Algebra and Function
	Minimisation},
  publisher = {Adam Hilger},
  year = {1990},
  author = {Nash, John C.}
}

@ARTICLE{motofit,
  author = {Nelson, Andrew},
  title = {Co-Refinement of Multiple-Contrast Neutron/{X}-Ray Reflectivity Data
	Using {\it MOTOFIT}},
  journal = {Journal of Applied Crystallography},
  year = {2006},
  volume = {39},
  pages = {273--276},
  number = {2}
}

@MASTERSTHESIS{OpsinaArango:09,
  author = {Opsina~Arango, JD},
  title = {Estimacion de un Modelo de Difusion con Saltos con Distribucion de
	Error Generalizada Asimetrica usando Algorithmos Evolutivos},
  school = {Universidad Nacional de Colombia},
  year = {2009}
}

@BOOK{Price:Storn:Lampinen:06,
  title = {Differential Evolution: A Practical Approach to Global Optimization},
  publisher = {Springer-Verlag},
  year = {2006},
  author = {Price, Kenneth V. and Storn, Rainer M. and Lampinen, Jouni A.},
  address = {Berlin, Germany}
}

@MANUAL{foreach,
  title = {foreach: Foreach looping construct for R},
  author = {{REvolution Computing}},
  year = {2009},
  note = {R package version 1.3.0},
  owner = {ardiad},
  timestamp = {2011.05.11},
  url = {http://CRAN.R-project.org/package=foreach}
}

@MANUAL{quantmod,
  title = {quantmod: Quantitative Financial Modelling Framework},
  author = {Jeffrey A. Ryan},
  year = {2010},
  note = {R package version 0.3-15},
  owner = {ardiad},
  timestamp = {2011.05.11},
  url = {http://CRAN.R-project.org/package=quantmod}
}

@ARTICLE{price,
  author = {Storn, Rainer and Price, Kenneth},
  title = {Differential Evolution -- A Simple and Efficient Heuristic for Global
	Optimization over Continuous Spaces},
  journal = {Journal of Global Optimization},
  year = {1997},
  volume = {11},
  pages = {341--359},
  number = {4}
}

@ARTICLE{taylor,
  author = {Mark Taylor and John Wall and Neil Loxley and Matthew Wormington
	and Tamzin Lafford},
  title = {High Resolution {X}-Ray Diffraction Using a High Brilliance Source,
	with Rapid Data Analysis by Auto-Fitting},
  journal = {Materials Science and Engineering B},
  year = {2001},
  volume = {80},
  pages = {95 - 98},
  number = {1-3}
}

@ARTICLE{worm,
  author = {Wormington, Matthew and Panaccione, Charles and Matney, Kevin M.
	and Bowen, D. Keith},
  title = {Characterization of Structures from {X}-Ray Scattering Data Using
	Genetic Algorithms},
  journal = {Philosophical Transactions of the Royal Society of London. Series
	A: Mathematical, Physical and Engineering Sciences},
  year = {1999},
  volume = {357},
  pages = {2827--2848},
  number = {1761}
}

@ARTICLE{jade,
  author = {Zhang, Jingqiao and Sanderson, Arthur C.},
  title = {{JADE}: Adaptive {Differential Evolution} with Optional External
	Archive},
  journal = {IEEE Transactions on Evolutionary Computation},
  year = {2009},
  volume = {13},
  pages = {945--958},
  number = {5},
  address = {Piscataway, NJ, USA},
  publisher = {IEEE Press}
}

