Hybrid Local Search for Constrained Financial Portfolio Selection Problems

Luca Di Gaspero, Giacomo Di Tollo, Andrea Roli, Andrea Schaerf
January 2007
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Book section
Publication
Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems, 4th International Conference, CPAIOR 2007, Brussels, Belgium, May 23-26, 2007, Proceedings
portfolio selection local search hybrid optimization