Dual Population Genetic Algorithm for the Cardinality Constrained Portfolio Selection Problem

2014 ◽  
pp. 703-712 ◽  
Author(s):  
Nasser R. Sabar ◽  
Andy Song
Keyword(s):  
Genetic Algorithm ◽  
Portfolio Selection ◽  
Population Genetic ◽  
Selection Problem ◽  
Portfolio Selection Problem ◽  
Population Genetic Algorithm

scholarly journals Multi-Population Genetic Algorithm for Multilabel Feature Selection Based on Label Complementary Communication

Entropy ◽  
2020 ◽  
Vol 22 (8) ◽  
pp. 876 ◽  
Author(s):  
Jaegyun Park ◽  
Min-Woo Park ◽  
Dae-Won Kim ◽  
Jaesung Lee
Keyword(s):  
Genetic Algorithm ◽  
Genetic Algorithms ◽  
Feature Selection ◽  
Population Genetic ◽  
Population Based ◽  
Poor Quality ◽  
Communication Process ◽  
Selection Problem ◽  
Feature Selection Problem ◽  
Population Genetic Algorithm

Multilabel feature selection is an effective preprocessing step for improving multilabel classification accuracy, because it highlights discriminative features for multiple labels. Recently, multi-population genetic algorithms have gained significant attention with regard to feature selection studies. This is owing to their enhanced search capability when compared to that of traditional genetic algorithms that are based on communication among multiple populations. However, conventional methods employ a simple communication process without adapting it to the multilabel feature selection problem, which results in poor-quality final solutions. In this paper, we propose a new multi-population genetic algorithm, based on a novel communication process, which is specialized for the multilabel feature selection problem. Our experimental results on 17 multilabel datasets demonstrate that the proposed method is superior to other multi-population-based feature selection methods.

A DOWNSIDE RISK APPROACH FOR THE PORTFOLIO SELECTION PROBLEM WITH FUZZY RETURNS

2004 ◽  
Vol 09 (01) ◽  
Author(s):  
Teresa León ◽  
Vicente Liern ◽  
Paulina Marco ◽  
Enriqueta Vercher ◽  
José Vicente Segura
Keyword(s):  
Portfolio Selection ◽  
Downside Risk ◽  
Selection Problem ◽  
Portfolio Selection Problem ◽  
Risk Approach
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