Comparing Discrete and Continuous Genotypes on the Constrained Portfolio Selection Problem.
Felix StreichertHolger UlmerAndreas ZellPublished in: GECCO (2) (2004)
Keyphrases
- continuous domains
- discrete space
- continuous data
- discrete data
- continuous action
- continuous space
- discrete variables
- continuous variables
- piecewise linear
- discrete geometry
- portfolio selection
- continuous valued
- discrete valued
- lagrange multipliers
- continuous functions
- sampled data
- high dimensional
- real world
- continuous state spaces
- database