A New Population Initialization Approach Based on Bordered Hessian for Portfolio Optimization Problems.
Yukiko OritoYoshiko HanadaShunsuke ShibataHisashi YamamotoPublished in: SMC (2013)
Keyphrases
- optimization problems
- evolutionary algorithm
- evolution process
- candidate solutions
- cost function
- metaheuristic
- objective function
- optimization methods
- combinatorial optimization
- step size
- problems involving
- mutation operator
- decision making
- k means
- multi objective
- search algorithm
- portfolio management
- traveling salesman problem
- hessian matrix
- portfolio optimization
- transaction costs
- real time
- automatic initialization
- population size
- evolutionary process
- initial conditions
- particle swarm optimization
- knowledge base
- computer vision
- neural network