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IJON
2008
95views more  IJON 2008»
13 years 7 months ago
A support vector machine with integer parameters
We describe here a method for building a support vector machine (SVM) with integer parameters. Our method is based on a branchand-bound procedure, derived from modern mixed intege...
Davide Anguita, Alessandro Ghio, Stefano Pischiutt...
GECCO
2006
Springer
143views Optimization» more  GECCO 2006»
13 years 10 months ago
Hybrid search for cardinality constrained portfolio optimization
In this paper, we describe how a genetic algorithm approach added to a simulated annealing (SA) process offers a better alternative to find the mean variance frontier in the portf...
Miguel A. Gomez, Carmen X. Flores, Maria A. Osorio