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A Hybrid Particle Swarm Optimization Approach and its Application to Solving Portfolio Selection Problems.
Shamshul Bahar Yaakob
Junzo Watada
Published in:
J. Adv. Comput. Intell. Intell. Informatics (2011)
Keyphrases
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portfolio selection
hybrid particle swarm optimization
combinatorial optimization
problems involving
robust optimization
neural network
optimization problems
benchmark problems
genetic algorithm
search algorithm
text classification
data clustering
transaction costs