IPOP-CMA-ES and the Influence of Different Deviation Measures for Agent-Based Model Calibration.

Víctor Vargas-Pérez Manuel Chica Oscar Cordón

Published in: CEC (2021)

Keyphrases

agent based models
cma es
evolution strategy
neural network
complex systems
simulation model
financial markets
multi agent
multi objective
covariance matrix
machine learning
evolutionary algorithm
optimization algorithm
candidate solutions