Comparison of Multi-agent Co-operative Co-evolutionary and Evolutionary Algorithms for Multi-objective Portfolio Optimization.
Rafal DrezewskiKrystian ObrockiLeszek SiwikPublished in: EvoWorkshops (2009)
Keyphrases
- multi objective
- evolutionary algorithm
- portfolio optimization
- multi agent
- bi objective
- multi objective optimization
- cooperative
- optimization problems
- multiple objectives
- nsga ii
- differential evolution
- optimization algorithm
- problems involving
- fitness function
- portfolio selection
- particle swarm optimization
- simulated annealing
- optimization methods
- portfolio management
- pareto optimal
- genetic programming
- robust optimization
- risk management
- genetic algorithm
- optimization method
- multi objective evolutionary algorithms
- multi agent systems
- stock exchange
- reinforcement learning
- factor analysis
- stock market
- metaheuristic
- data mining techniques
- neural network