A Hybrid Optimization Framework with Dynamic Transition Scheme for Large-Scale Portfolio Management

Meta-heuristic algorithms have successfully solved many real-world problems in recent years. Inspired by different natural phenomena, the algorithms with special search mechanisms can be good at tackling certain problems. However, they may fail to solve other problems. Among the various approaches,...

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Bibliographic Details
Main Authors: Zhenglong Li, Vincent Tam
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/15/11/404