Enhancing an existing algorithm for small-cardinality constrained portfolio optimisation.
Nathan PhelpsAdam MetzlerPublished in: J. Oper. Res. Soc. (2024)
Keyphrases
- optimal solution
- k means
- learning algorithm
- computational complexity
- detection algorithm
- matching algorithm
- optimization algorithm
- expectation maximization
- dynamic programming
- path planning
- computationally efficient
- simulated annealing
- high accuracy
- experimental evaluation
- np hard
- cost function
- significant improvement
- objective function
- particle swarm optimization
- theoretical analysis
- evolutionary algorithm
- clustering method
- classification algorithm
- neural network