Hybrid Local Search for Constrained Financial Portfolio Selection Problems
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Publication:3612406
DOI10.1007/978-3-540-72397-4_4zbMath1214.91098MaRDI QIDQ3612406
Luca Di Gaspero, Andrea Schaerf, Andrea Roli, Giacomo di Tollo
Publication date: 10 March 2009
Published in: Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-72397-4_4
90C20: Quadratic programming
90C59: Approximation methods and heuristics in mathematical programming
68T20: Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.)
91G10: Portfolio theory
Uses Software
