Evolutionary Optimization of Constrained k -Means Clustered Assets for Diversification in Small Portfolios.
G. A. Vijayalakshmi PaiThierry MichelPublished in: IEEE Trans. Evol. Comput. (2009)
Keyphrases
- evolutionary optimization
- k means
- multi objective
- genetic optimization
- constraint handling
- small number
- genetic algorithm
- clustering algorithm
- evolutionary algorithm
- neural network
- cluster analysis
- structural design
- transaction costs
- fuzzy modeling
- cluster centers
- spectral clustering
- data clustering
- tabu search
- machine learning