On composing an (evolutionary) algorithm portfolio.
Shiu Yin YuenXin ZhangPublished in: GECCO (Companion) (2013)
Keyphrases
- evolutionary algorithm
- multi objective
- evolutionary computation
- optimization problems
- multi objective optimization
- fitness function
- differential evolution
- genetic programming
- simulated annealing
- genetic algorithm
- decision making
- mutation operator
- function optimization
- hybrid evolutionary algorithm
- portfolio management
- genetic operators
- portfolio selection
- portfolio optimization
- evolutionary strategy
- learning algorithm
- case study
- information retrieval
- market data
- neural network