Financial applications of a Tabu search variable selection model.

Zvi Drezner George A. Marcoulides Mark Hoven Stohs

Published in: Adv. Decis. Sci. (2001)

Keyphrases

tabu search
variable selection
simulated annealing
feature selection
search algorithm
metaheuristic
data mining
cost function
linear programming
genetic programming
linear models
cross validation
combinatorial optimization
feasible solution
neural network model
hybrid algorithm