A constrained consensus based optimization algorithm and its application to finance.
Hyeong-Ohk BaeSeung-Yeal HaMyeongju KangHyuncheul LimChanho MinJane YooPublished in: Appl. Math. Comput. (2022)
Keyphrases
- concave convex procedure
- optimization algorithm
- global optimization
- optimization problems
- combinatorial optimization
- real world
- machine learning
- neural network
- data mining
- bayesian networks
- cost function
- semi supervised
- computational intelligence
- optimization method
- optimization methods
- optimization procedure
- discrete optimization
- portfolio management