An enhanced distributed differential evolution algorithm for portfolio optimization problems.
Yingjie SongGaoyang ZhaoBin ZhangHuayue ChenWuquan DengWu DengPublished in: Eng. Appl. Artif. Intell. (2023)
Keyphrases
- differential evolution algorithm
- evolutionary algorithm
- optimization problems
- differential evolution
- global numerical optimization
- traveling salesman problem
- evolutionary computation
- mutation operation
- metaheuristic
- control parameters
- multi objective
- fitness function
- initial population
- scale factor
- multi agent
- genetic programming
- genetic algorithm
- cost function
- simulated annealing
- optimization methods
- genetic algorithm ga
- mutation operator
- optimization method
- search algorithm
- particle swarm
- dynamic programming
- decision making