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Particle Swarm Optimization with non-smooth penalty reformulation, for a complex portfolio selection problem.

Marco CorazzaGiovanni FasanoRiccardo Gusso
Published in: Appl. Math. Comput. (2013)
Keyphrases
  • particle swarm optimization
  • pso algorithm
  • high level
  • global optimization
  • convergence speed
  • real time
  • genetic algorithm
  • search engine
  • knowledge base
  • search algorithm
  • multi objective
  • computational intelligence