Hybrid Enhanced Binary Honey Badger Algorithm with Quadratic Programming for Cardinality Constrained Portfolio Optimization.
Baixiu NiYing WangJingfu HuangGuocheng LiPublished in: Int. J. Found. Comput. Sci. (2022)
Keyphrases
- quadratic programming
- dynamic programming
- optimization algorithm
- linear programming
- expectation maximization
- objective function
- optimal solution
- bi objective
- improved algorithm
- special case
- np hard
- support vector machine svm
- least squares
- portfolio optimization
- convergence rate
- ant colony optimization
- clustering method
- neural network
- probabilistic model
- k means
- computational complexity
- similarity measure
- learning algorithm