An artificial bee colony algorithm for the cardinality-constrained portfolio optimization problems.
Angela Hsiang-Ling ChenYun-Chia LiangChia-Chien LiuPublished in: IEEE Congress on Evolutionary Computation (2012)
Keyphrases
- artificial bee colony algorithm
- optimization problems
- evolutionary algorithm
- artificial bee colony
- particle swarm optimization algorithm
- hybrid algorithm
- combinatorial optimization
- differential evolution
- cost function
- metaheuristic
- traveling salesman problem
- objective function
- multi objective
- combinatorial optimization problems
- test problems
- knapsack problem
- benchmark problems
- motif discovery
- linear programming
- genetic programming
- data mining
- search algorithm