Optimal enough?
نویسندگان
چکیده
منابع مشابه
Optimal enough?
An alleged weakness of heuristic optimisation methods is the stochastic character of their solutions. That is, instead of finding a truly optimal solution, they only provide a stochastic approximation of this optimum. In this paper we look into a particular application, portfolio optimisation. We demonstrate two points: firstly, the randomness of the ‘optimal’ solution obtained from the algorit...
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ژورنال
عنوان ژورنال: Journal of Heuristics
سال: 2010
ISSN: 1381-1231,1572-9397
DOI: 10.1007/s10732-010-9138-y