Genetic relation algorithm with guided mutation for the large-scale portfolio optimization.

Yan Chen Shingo Mabu Kotaro Hirasawa

Published in: Expert Syst. Appl. (2011)

Keyphrases

genetic algorithm
benchmark problems
objective function
optimal solution
evolutionary algorithm
dynamic programming
feature extraction
search space
simulated annealing
particle swarm optimization
non stationary
knapsack problem
solution quality