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Volumn 5484 LNCS, Issue , 2009, Pages 223-232

Comparison of multi-agent co-operative co-evolutionary and evolutionary algorithms for multi-objective portfolio optimization

Author keywords

[No Author keywords available]

Indexed keywords

AGENT BASED; AGENT-BASED MODEL; CO-EVOLUTION; CO-EVOLUTIONARY; CO-EVOLUTIONARY ALGORITHM; CO-EVOLUTIONARY TECHNIQUES; ECONOMIC AGENTS; ECONOMIC SIMULATION; FITNESS FUNCTIONS; MODELING INTERACTIONS; MULTI OBJECTIVE; MULTI OBJECTIVE EVOLUTIONARY ALGORITHMS; MULTI-AGENT; MULTI-OBJECTIVE PORTFOLIO OPTIMIZATION; PORTFOLIO OPTIMIZATION;

EID: 67650663512     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-01129-0_26     Document Type: Conference Paper
Times cited : (6)

References (11)
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    • Dreżewski, R.: Co-evolutionary multi-agent system with speciation and resource sharing mechanisms. Computing and Informatics 25(4), 305-331 (2006) (Pubitemid 44298311)
    • (2006) Computing and Informatics , vol.25 , Issue.4 , pp. 305-331
    • Drezewski, R.1
  • 5
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    • Co-operative co-evolutionary approach to multi-objective optimization
    • submitted
    • Dreżewski, R., Obrocki, K.: Co-operative co-evolutionary approach to multi-objective optimization. In: ICANNGA 2009 (submitted, 2009)
    • (2009) ICANNGA 2009
    • Drezewski, R.1    Obrocki, K.2
  • 6
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    • Evolutionary system for generating investment strategies
    • In: Giacobini, M., et al. (eds.). Springer, Heidelberg
    • Dreżewski, R., Sepielak, J.: Evolutionary system for generating investment strategies. In: Giacobini, M., et al. (eds.) EvoWorkshops 2008. LNCS, vol.4974, pp. 83-92. Springer, Heidelberg (2008)
    • (2008) EvoWorkshops 2008. LNCS , vol.4974 , pp. 83-92
    • Drezewski, R.1    Sepielak, J.2
  • 7
    • 48249104832 scopus 로고    scopus 로고
    • Agent-based co-operative co-evolutionary algorithm for multiobjective optimization
    • In: Rutkowski, L., Tadeusiewicz, R., Zadeh, L.A., Zurada, J.M. (eds.). Springer, Heidelberg
    • Dreżewski, R., Siwik, L.: Agent-based co-operative co-evolutionary algorithm for multiobjective optimization. In: Rutkowski, L., Tadeusiewicz, R., Zadeh, L.A., Zurada, J.M. (eds.) ICAISC 2008. LNCS, vol.5097, pp. 388-397. Springer, Heidelberg (2008)
    • (2008) ICAISC 2008. LNCS , vol.5097 , pp. 388-397
    • Drezewski, R.1    Siwik, L.2
  • 8
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    • Co-evolutionary multi-agent system for portfolio optimization
    • In: Brabazon, A., O'Neill, M. (eds.). Springer, Heidelberg
    • Dreżewski, R., Siwik, L.: Co-evolutionary multi-agent system for portfolio optimization. In: Brabazon, A., O'Neill, M. (eds.) Natural Computation in Computational Finance, pp. 271- 299. Springer, Heidelberg (2008)
    • (2008) Natural Computation in Computational Finance , pp. 271-299
    • Drezewski, R.1    Siwik, L.2
  • 9
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    • Multi-objective co-operative co-evolutionary genetic algorithm
    • In: Guervós, J.J.M., Adamidis, P.A., Beyer, H.-G., Fernández-Villacañas, J.-L., Schwefel, H.-P. (eds.). Springer, Heidelberg
    • Keerativuttitumrong, N., Chaiyaratana, N., Varavithya, V.: Multi-objective co-operative co-evolutionary genetic algorithm. In: Guervós, J.J.M., Adamidis, P.A., Beyer, H.-G., Fernández- Villacañas, J.-L., Schwefel, H.-P. (eds.) PPSN 2002. LNCS, vol.2439, pp. 288- 297. Springer, Heidelberg (2002)
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  • 10
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    • Coevolutionary algorithms
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    • Paredis, J.: Coevolutionary algorithms. In: B̈ck, T., Fogel, D., Michalewicz, Z. (eds.) Handbook of Evolutionary Computation, 1st supplement. IOP Publishing and Oxford University Press (1998)
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