Index fund optimization using a genetic algorithm and a heuristic local search algorithm on scatter diagrams.
Yukiko OritoHisashi YamamotoPublished in: IEEE Congress on Evolutionary Computation (2007)
Keyphrases
- search algorithm
- genetic algorithm
- global search
- tabu search
- optimization method
- simulated annealing
- real coded
- combinatorial optimization
- heuristic search
- hill climbing
- optimization algorithm
- parameter optimization
- metaheuristic
- genetic algorithm ga
- immune genetic algorithm
- beam search
- job shop scheduling problem
- harmony search
- branch and bound
- database
- constrained optimization
- heuristic function
- search space
- search strategies
- squeaky wheel
- global optimization
- neural network
- optimal solution
- optimization problems
- genetic algorithm to solve
- optimization process
- multi population
- investment strategies
- evolution strategy
- graph search
- evolutionary strategy
- multi objective
- penalty function
- dynamic programming
- data structure
- artificial neural networks
- query processing
- differential evolution
- tree search
- search problems
- scheduling problem
- genetic programming
- index structure
- search procedure
- multi objective optimization
- knapsack problem