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Epoch-Based Application of Problem-Aware Operators in a Multiobjective Memetic Algorithm for Portfolio Optimization.
Feijoo Colomine Duran
Carlos Cotta
Antonio José Fernández Leiva
Published in:
EvoApplications@EvoStar (2013)
Keyphrases
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memetic algorithm
multi objective
portfolio optimization
bi objective
tabu search
long term
multi objective optimization
machine learning
search space
evolutionary algorithm
optimization algorithm
short term
multiple objectives
portfolio selection
portfolio management