Evolving Asset Portfolios by Genetic Relation Algorithm.
Victor ParqueShingo MabuKotaro HirasawaPublished in: J. Adv. Comput. Intell. Intell. Informatics (2010)
Keyphrases
- learning algorithm
- computational cost
- cost function
- optimal solution
- particle swarm optimization
- high accuracy
- experimental evaluation
- k means
- search space
- computational complexity
- recognition algorithm
- dynamic programming
- times faster
- experimental study
- detection algorithm
- optimization algorithm
- significant improvement
- expectation maximization
- worst case
- np hard
- theoretical analysis
- search algorithm
- linear programming
- genetic algorithm
- classification algorithm
- convergence rate
- improved algorithm
- estimation algorithm