Dual Population Genetic Algorithm for the Cardinality Constrained Portfolio Selection Problem.
Nasser R. SabarAndy SongPublished in: SEAL (2014)
Keyphrases
- genetic algorithm
- multi population
- population size
- mutation operator
- crossover and mutation
- initial population
- fitness function
- evolutionary algorithm
- evolution process
- binary strings
- natural selection
- candidate solutions
- simulated annealing
- multi objective
- portfolio selection
- differential evolution
- fuzzy logic
- neural network
- multi objective optimization
- evolutionary computation
- metaheuristic
- genetic operators
- mutation probability
- optimization method
- genetic algorithm ga
- tabu search
- island model
- fitness sharing
- immune genetic algorithm
- objective function
- real coded
- penalty function
- ant colony optimization