Co-Evolutionary Multi-Agent System for Portfolio Optimization
نویسندگان
چکیده
Abstract. Co-evolutionary techniques for evolutionary algorithms help overcoming limited adaptive capabilities of evolutionary algorithms, and maintaining population diversity. In this paper the idea and formal model of agent-based realization of predator-prey co-evolutionary algorithm is presented. The presented system is applied to the problem of effective portfolio building and compared to classical multi-objective evolutionary algorithms.
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تاریخ انتشار 2008