Fireworks algorithm applied to constrained portfolio optimization problem.
Nebojsa BacaninMilan TubaPublished in: CEC (2015)
Keyphrases
- learning algorithm
- theoretical analysis
- detection algorithm
- objective function
- computational cost
- matching algorithm
- cost function
- dynamic programming
- single pass
- data sets
- experimental evaluation
- np hard
- optimal solution
- times faster
- classification algorithm
- selection algorithm
- linear programming
- computationally efficient
- expectation maximization
- k means
- computational complexity
- input data
- segmentation algorithm
- optimization algorithm
- high accuracy
- path planning
- reinforcement learning
- memory requirements
- bayesian networks
- neural network