An Agent-Based Co-Evolutionary Multi-Objective Algorithm for Portfolio Optimization
نویسندگان
چکیده
منابع مشابه
An Agent-Based Co-Evolutionary Multi-Objective Algorithm for Portfolio Optimization
Algorithms based on the process of natural evolution are widely used to solve multi-objective optimization problems. In this paper we propose the agent-based co-evolutionary algorithm for multi-objective portfolio optimization. The proposed technique is compared experimentally to the genetic algorithm, co-evolutionary algorithm and a more classical approach—the trend-following algorithm. During...
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ژورنال
عنوان ژورنال: Symmetry
سال: 2017
ISSN: 2073-8994
DOI: 10.3390/sym9090168