An evolutionary algorithm with a new operator and an adaptive strategy for large-scale portfolio problems.
Yi ChenAimin ZhouLiang DouPublished in: GECCO (Companion) (2018)
Keyphrases
- evolutionary algorithm
- optimization problems
- major factor
- problems involving
- case study
- multi objective optimization
- benchmark problems
- database
- genetic programming
- linear programming
- function optimization
- small scale
- search strategy
- evolutionary computation
- np complete
- state space
- multi objective
- artificial neural networks
- multi agent
- information systems
- machine learning
- neural network