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A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems.
Massimiliano Kaucic
Filippo Piccotto
Gabriele Sbaiz
Giorgio Valentinuz
Published in:
CoRR (2022)
Keyphrases
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evolutionary algorithm
mutation operator
optimization problems
genetic algorithm
learning algorithm
reinforcement learning
differential evolution
combinatorial optimization
hybrid learning
constrained problems
multiresolution
cost function