A numerical evaluation of meta-heuristic techniques in portfolio optimisation.
N. LoukerisD. DonellyA. KhumanY. PengPublished in: Oper. Res. (2009)
Keyphrases
- metaheuristic
- genetic algorithm
- simulated annealing
- tabu search
- ant colony optimization
- optimization problems
- combinatorial optimization
- search space
- harmony search algorithm
- iterated local search
- particle swarm optimization
- optimization method
- scatter search
- guided local search
- vehicle routing problem
- solution space
- optimal solution
- benchmark problems
- combinatorial problems
- harmony search
- heuristic search
- search algorithm