Abstract
The Meta-controlled Boltzmann machine was proposed by J. Watada et. al. to solve the quadratic programming problem. It is shown that this model converges more efficiently than a conventional Boltzmann machine. In this paper, the inner behaviors of the model is evaluated in applying it to a quadratic programming problem, the portfolio selection problem.
| Original language | English |
|---|---|
| Title of host publication | 2005 IEEE International Workshop on Intelligent Signal Processing - Proceedings |
| Pages | 310-315 |
| Number of pages | 6 |
| Publication status | Published - 2005 |
| Event | 2005 IEEE International Workshop on Intelligent Signal Processing - Faro Duration: 2005 Sept 1 → 2005 Sept 3 |
Other
| Other | 2005 IEEE International Workshop on Intelligent Signal Processing |
|---|---|
| City | Faro |
| Period | 05/9/1 → 05/9/3 |
Keywords
- Boltzmann machine
- Hopfield machine
- Met-control
- Neural network
- Portfolio selection problem
- Quadratic programming problem
ASJC Scopus subject areas
- Engineering(all)