A computational intelligence method for solving a class of portfolio optimization problems.
Alireza NazemiNarges TahmasbiPublished in: Soft Comput. (2014)
Keyphrases
- optimization problems
- preprocessing
- computational intelligence
- combinatorial optimization
- detection method
- cost function
- experimental evaluation
- high accuracy
- similarity measure
- objective function
- computational cost
- classification method
- artificial neural networks
- pairwise
- machine learning
- high precision
- neural network
- algebraic equations
- synthetic data
- optimization algorithm
- support vector machine svm
- support vector machine
- classification accuracy
- probabilistic model