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The Effect of Local Search on the Constrained Portfolio Selection Problem.
Felix Streichert
Mieko Tanaka-Yamawaki
Published in:
IEEE Congress on Evolutionary Computation (2006)
Keyphrases
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search algorithm
search space
genetic algorithm
e learning
decision trees
combinatorial optimization
transaction costs
neural network
machine learning
knowledge base
simulated annealing
optimization problems
search strategies
constrained optimization
portfolio selection