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An Evolutionary-based Algorithm for Multi-Period Grouping Stock Portfolio Optimization.
Chun-Hao Chen
Chia-Yuan Cheng
Tzung-Pei Hong
Mu-En Wu
Kawuu W. Lin
Jerry Chun-Wei Lin
Published in:
SMC (2019)
Keyphrases
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objective function
computational complexity
optimal solution
dynamic programming
worst case
simulated annealing
search space
cost function
benchmark problems
multi period
np hard
combinatorial optimization
stock market
routing problem
semidefinite programming
shortest path problem