Research on the construction of stock portfolios based on multiobjective water cycle algorithm and KMV algorithm.
Jianzhou WangHaipeng ZhangHua LuoPublished in: Appl. Soft Comput. (2022)
Keyphrases
- learning algorithm
- search space
- experimental evaluation
- cost function
- computational cost
- detection algorithm
- theoretical analysis
- expectation maximization
- improved algorithm
- optimization algorithm
- input data
- worst case
- np hard
- dynamic programming
- computational complexity
- segmentation algorithm
- neural network
- k means
- multi objective
- optimal solution
- clustering method
- matching algorithm
- benchmark problems
- significant improvement