Agent-based co-operative co-evolutionary algorithms for multi-objective portfolio optimization
Year of publication: |
2010
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Authors: | Dreżewski, Rafał ; Obrocki, Krystian ; Siwik, Leszek |
Published in: |
Natural computing in computational finance : volume 3 ; [the inspiration for this book was due in part to the success of EvoFIN 2009, the 3 rd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2009 took place in conjunction with Evo* 2009 in Tübingen, Germany (15 - 17 April 2009).]. - Berlin [u.a.] : Springer, ISBN 978-3-642-13949-9. - 2010, p. 63-84
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Subject: | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Agentenbasierte Modellierung | Agent-based modeling | Evolutionärer Algorithmus | Evolutionary algorithm | Theorie | Theory |
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