A Combination Genetic Algorithm with Applications on Portfolio Optimization
作者： Jiah-Shing Chen , Jia-Leh Hou
DOI: 10.1007/11779568_23
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摘要: This paper proposes a combination genetic algorithm (GA) for solving the optimization problems which can not be naturally solved by standard GAs. A encoding scheme and operators are designed problems. We apply this GA to portfolio problem reformulated approximately as problem. Experimental results show that proposed is effective in
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