Portfolio algorithm based on portfolio beta using genetic algorithm.
Kyong Joo OhTae Yoon KimSung-Hwan MinHyoung Yong LeePublished in: Expert Syst. Appl. (2006)
Keyphrases
- genetic algorithm
- high accuracy
- significant improvement
- preprocessing
- simulated annealing
- detection algorithm
- segmentation algorithm
- neural network
- optimal solution
- learning algorithm
- improved algorithm
- multi objective
- cost function
- experimental evaluation
- probabilistic model
- optimization algorithm
- expectation maximization
- hybrid algorithm
- times faster
- optimization method
- tree structure
- search space
- particle swarm optimization
- worst case
- dynamic programming
- k means
- input data
- computationally efficient
- decision making
- linear programming
- objective function
- clustering method
- genetic algorithm ga
- path planning
- computational cost
- convergence rate
- computational complexity
- selection algorithm