Using SVM to combine global heuristics for the Standard Quadratic Problem
Year of publication: |
2015
|
---|---|
Authors: | Dellepiane, Umberto ; Palagi, Laura |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 241.2015, 3, p. 596-605
|
Publisher: |
Elsevier |
Subject: | Quadratic programming | Nonlinear programming | Data mining | Maximum Clique Problem | Global optimization |
-
Using SVM to combine global heuristics for the Standard Quadratic Problem
Dellepiane, Umberto, (2015)
-
On the design of R-based scalable frameworks for data science applications
Theußl, Stefan Peter, (2020)
-
Risk measurement with maximum loss
Studer, Gerold, (1999)
- More ...
-
Using SVM to combine global heuristics for the Standard Quadratic Problem
Dellepiane, Umberto, (2015)
-
Optimal Step-wise Parameter Optimization of a FOREX Trading Strategy
De Santis, Alberto, (2014)
-
Dellepiane, Umberto, (2015)
- More ...