Algorithm of construction of optimum portfolio of stocks using genetic algorithm.
Pankaj SinhaAbhishek ChandwaniTanmay SinhaPublished in: Int. J. Syst. Assur. Eng. Manag. (2015)
Keyphrases
- genetic algorithm
- dynamic programming
- learning algorithm
- computational complexity
- preprocessing
- search space
- times faster
- global optimum
- hybrid algorithm
- expectation maximization
- neural network
- simulated annealing
- improved algorithm
- optimization method
- detection algorithm
- segmentation algorithm
- particle swarm optimization
- worst case
- np hard
- cost function
- optimal solution
- high accuracy
- ant colony optimization
- multi objective
- artificial neural networks
- benchmark problems
- objective function
- optimal parameters
- population size
- prize collecting