Equality constrained long-short portfolio replication by using probabilistic model-building GA.
Yukiko OritoHisashi YamamotoYasuhiro TsujimuraPublished in: IEEE Congress on Evolutionary Computation (2012)
Keyphrases
- genetic algorithm ga
- genetic algorithm
- fault tolerant
- uncertain data
- posterior probability
- distributed databases
- probabilistic model
- multi objective
- fitness function
- simulated annealing
- ant colony optimization
- probabilistic logic
- bayesian networks
- decision making
- neural network
- hybrid genetic algorithm
- data sets
- optimization method
- genetic programming
- data driven
- query processing