An Optimization Approach for Finding Diverse Trading Strategy Portfolio Using the Memetic Algorithm.
Chun-Hao ChenLow-Wei HsuTzung-Pei HongPublished in: ACIIDS (1) (2024)
Keyphrases
- memetic algorithm
- combinatorial optimization
- tabu search
- job shop scheduling problem
- assembly line balancing
- evolutionary computation
- genetic algorithm
- global optimization
- optimization problems
- timetabling problem
- benchmark instances
- optimization process
- optimization methods
- decision making
- information retrieval
- portfolio optimization
- artificial intelligence
- vehicle routing problem
- simulated annealing
- optimization method
- crossover operator
- evolutionary algorithm
- robust optimization
- optimization algorithm
- machine learning