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IJON
2008
95views more  IJON 2008»
13 years 11 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»
14 years 3 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