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Published in 2019 at "Annals of Operations Research"
DOI: 10.1007/s10479-018-2876-1
Abstract: AbstractThis paper examines the incorporation of useful information extracted from the evolutionary process, in order to improve algorithm performance. In order to achieve this objective, we introduce an efficient method of extracting and utilizing valuable…
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Keywords:
fuzzy portfolio;
information;
portfolio optimization;
evolutionary process ... See more keywords