Szczegóły publikacji
Opis bibliograficzny
Co-evolutionary multi-agent system for portfolio optimization / Rafał DREŻEWSKI, Leszek SIWIK // W: Natural computing in computational finance / eds. Anthony Brabazon, Michael O'Neill. — Berlin, Heidelberg : Springer-Verlag, cop. 2008. — ( Studies in Computational Intelligence ; ISSN 1860-949X ; vol. 100 ). — ISBN: 978-3-540-77476-1. — S. 271–299. — Bibliogr. s. 291–293, Summ.
Autorzy (2)
Dane bibliometryczne
| ID BaDAP | 41071 |
|---|---|
| Data dodania do BaDAP | 2008-10-27 |
| DOI | 10.1007/978-3-540-77477-8_15 |
| Rok publikacji | 2008 |
| Typ publikacji | fragment książki |
| Otwarty dostęp |  |
| Czasopismo/seria | Studies in Computational Intelligence |
Abstract
Co-evolutionary techniques for evolutionary algorithms can enhance the adaptive capabilities of evolutionary algorithms and help maintain population diversity. In this chapter the concept and a formal model of an agent-based realization of a predator-prey co-evolutionary algorithm is presented. The resulting system is applied to the problem of effective portfolio building and is compared to classical multi-objective evolutionary algorithms.
