Agent-Based Co-operative Co-evolutionary Algorithms for Multi-objective Portfolio Optimization

DOI10.1007/978-3-642-13950-5_5zbMath1198.91186OpenAlexW168726085MaRDI QIDQ3055534

Leszek Siwik, Rafał Drezewski, Krystian Obrocki

Publication date: 8 November 2010

Published in: Natural Computing in Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-13950-5_5

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Portfolio theory (91G10) Agent technology and artificial intelligence (68T42)

Related Items (1)

Mean-risk-skewness models for portfolio optimization based on uncertain measure

Cites Work

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• Natural Computing in Computational Finance
• Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation
• Multi-objective Optimization Using Co-evolutionary Multi-agent System with Host-Parasite Mechanism

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