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By combining life cycle assessmentLCA) with multiobjective optimizationMOO) the life cycle optimizationLCO) framework holds the promise not only to evaluate the environmental impacts for a 2) LCA has been widely used to develop sustainability strategies in both the public and private sectors. Trading rules are selected solely on the basis of their testing using historical data.
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1) Pessimistic return on marginPROM) as described by Robert Pardo in his bookDesign, testing and optimization of trading systems.

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