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Extremal optimization vs. learning automata: Strategies for spin selection in portfolio selection problems.

Majid Vafaei JahanMohammad R. Akbarzadeh-Totonchi
Published in: Appl. Soft Comput. (2012)
Keyphrases
  • learning automata
  • portfolio selection
  • extremal optimization
  • robust optimization
  • benchmark problems
  • genetic algorithm
  • optimization problems
  • decision support system
  • genetic programming