An Algorithm for Portfolio Optimization Problem.
Jong Soo KimYong Chan KimKi Young ShinPublished in: Informatica (2005)
Keyphrases
- experimental evaluation
- times faster
- improved algorithm
- detection algorithm
- k means
- high accuracy
- path planning
- optimal solution
- preprocessing
- significant improvement
- optimization algorithm
- dynamic programming
- worst case
- np hard
- tree structure
- simulated annealing
- probabilistic model
- selection algorithm
- search space
- computational complexity
- estimation algorithm
- single pass
- learning algorithm
- ant colony optimization
- experimental study
- cost function
- data streams
- objective function
- image processing