A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals.

Siddhartha S. Syam

Published in: Eur. J. Oper. Res. (1998)

Keyphrases

pairwise
preprocessing
dynamic programming
detection method
mathematical model
neural network
significant improvement
cost function
computational cost
high accuracy
mutual information
theoretical analysis
fully automatic
classification method
error rate
feature set
genetic algorithm