An optimization model of the portfolio adjusting problem with fuzzy return and a SMO algorithm.
Xili ZhangWei-Guo ZhangWeijun XuPublished in: Expert Syst. Appl. (2011)
Keyphrases
- optimization model
- optimization process
- preprocessing
- optimal solution
- experimental evaluation
- computational complexity
- computational cost
- np hard
- matching algorithm
- particle swarm optimization
- linear programming
- cost function
- significant improvement
- search space
- learning algorithm
- dynamic programming
- worst case
- expectation maximization
- segmentation algorithm
- decomposition method
- optimization algorithm
- evolutionary algorithm
- similarity measure
- decision trees