Truncated Quantile Critics Algorithm for Cryptocurrency Portfolio Optimization.

Leibing Xiao Xinchao Wei Yuelei Xu Xin Xu Kun Gong Huafeng Li Fan Zhang

Published in: SMC (2023)

Keyphrases

k means
objective function
search space
dynamic programming
linear programming
optimization algorithm
problems involving
expert systems
association rules
multi objective
cost function
np hard
combinatorial optimization
benchmark problems
shortest path problem
portfolio optimization