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A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems.

Massimiliano KaucicFilippo PiccottoGabriele SbaizGiorgio Valentinuz
Published in: Inf. Sci. (2023)
Keyphrases
  • optimization problems
  • mutation operator
  • evolutionary algorithm
  • reinforcement learning
  • hybrid learning
  • genetic algorithm
  • feature vectors
  • multi objective
  • learning problems