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Population-based Algorithm Portfolios with automated constituent algorithms selection

✍ Scribed by Tang, Ke; Peng, Fei; Chen, Guoliang; Yao, Xin


Book ID
123276004
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
745 KB
Volume
279
Category
Article
ISSN
0020-0255

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An integer programming algorithm for por
✍ Mary W. Cooper; Keyvan Farhangian πŸ“‚ Article πŸ“… 1982 πŸ› John Wiley and Sons 🌐 English βš– 262 KB

## Abstract A mean‐variance portfolio selection model with limited diversification is formulated in which transaction and management costs are incorporated as the sum of a linear cost and a fixed cost. The problem is a fixed charge integer programming problem solved by hypersurface search using dyn