Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation

DOI10.1007/978-3-540-95974-8_9zbMath1160.91352OpenAlexW10015682MaRDI QIDQ3627055

Jan Sepielak, Leszek Siwik, Rafał Drezewski

Publication date: 14 May 2009

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

Full work available at URL: https://doi.org/10.1007/978-3-540-95974-8_9

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Related Items (1)

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

Cites Work

• Natural computing in computational finance.
• Biologically inspired algorithms for financial modelling.
• Natural Computing in Computational Finance
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