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A surrogate similarity measure for the mean-variance frontier optimisation problem under bound and cardinality constraints.
Francisco Guijarro
Prodromos Tsinaslanidis
Published in:
J. Oper. Res. Soc. (2021)
Keyphrases
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cardinality constraints
similarity measure
boolean algebra
functional dependencies
upper bound
pairwise
entity relationship
lower bound
constraint query languages
genetic algorithm
integrity constraints
database schema