Hybrid Local Search for Constrained Financial Portfolio Selection Problems

Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, Andrea Schaerf. Hybrid Local Search for Constrained Financial Portfolio Selection Problems. In Pascal Van Hentenryck, Laurence A. Wolsey, editors, 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. Volume 4510 of Lecture Notes in Computer Science, pages 44-58, Springer, 2007. [doi]

Abstract

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