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A portfolio selection strategy using Genetic Relation Algorithm.
Yan Chen
Shingo Mabu
Kotaro Hirasawa
Published in:
IEEE Congress on Evolutionary Computation (2010)
Keyphrases
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selection strategy
selection algorithm
computational complexity
learning algorithm
k means
optimization algorithm
detection algorithm
improved algorithm
optimal solution
preprocessing
objective function
dynamic programming
worst case
information retrieval
np hard
simulated annealing