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Opis bibliograficzny

Comparison of multi-agent co-operative co-evolutionary and evolutionary algorithms for multi-objective portfolio optimization / Rafał DREŻEWSKI, Krystian Obrocki, Leszek SIWIK // W: Applications of evolutionary computing : EvoWorkshops 2009 : EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG : Tübingen, Germany, April 15–17, 2009 : proceedings / eds. Mario Giacobini [et al.]. — Berlin ; Heidelberg : Springer-Verlag, cop. 2009. — ( Lecture Notes in Computer Science ; ISSN 0302-9743 ; LNCS 5484. Theoretical Computer Science and General Issues ; ISSN 0302-9743 ). — ISBN: 978-3-642-01128-3; ISBN: 3-642-01128-4. — S. 223–232. — Bibliogr. s. 231–232, Abstr.

Autorzy (3)

Dane bibliometryczne

ID BaDAP	48289
Data dodania do BaDAP	2009-11-10
DOI	10.1007/978-3-642-01129-0_26
Rok publikacji	2009
Typ publikacji	materiały konferencyjne (aut.)
Otwarty dostęp
Czasopisma/serie	Lecture Notes in Computer Science, Theoretical Computer Science and General Issues

Abstract

Co-evolutionary techniques makes it possible to apply evolutionary algorithms in the cases when it is not possible to formulate explicit fitness function. In the case of social and economic simulations such techniques provide us tools for modeling interactions between social or economic agents-especially when agent-based models of co-evolution are used. In this paper agent-based versions of multi-objective co-operative co-evolutionary algorithms are applied to portfolio optimization problem. The agent-based algorithms are compared with classical versions of SPEA2 and NSGA2 multi-objective evolutionary algorithms. © Springer-Verlag Berlin Heidelberg 2009.

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#36474Data dodania: 21.1.2008

Multi-objective optimization technique based on co-evolutionary interactions in multi-agent system / Rafał DREŻEWSKI, Leszek SIWIK // W: Applications of evolutionary computing : EvoWorkshops 2007 : EvoCOMNET, EvoFIN, EvoIASO, EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTRANSLOG : Valencia, Spain, April 11–13, 2007 : proceedings / eds. Mario Giacobini, [et al.]. — Berlin ; Heidelberg : Springer-Verlag, cop. 2007. — (Lecture Notes in Computer Science ; ISSN 0302-9743 ; 4448). — ISBN: 978-3-540-71804-8; ISBN: 3-540-71804-4. — S. 179–188. — Bibliogr. s. 188, Abstr. — Toż. W: EVO* 2007 [Dokument elektroniczny] : joint conference on Evolutionary Computing, EuroGP, EvoCOP, EvoBIO, and EvoWorkshops : Valencia, Spain, April 11–13, 2007 : proceedings. — Wersja do Windows. — Dane tekstowe. — [Berlin ; Heidelberg] : Springer-Verlag, cop. 2007. — 1 dysk optyczny. — (LNCD 4445 ; LNCS 4446 ; LNCS 4447 ; LNCS 4448). — ISBN 978-3-540-71602-0 ; ISBN 978-3-540-71614-3 ; ISBN 978-3-540-71782-9 ; ISBN 978-3-540-71804-8. — S. [1–10]. — Wymagania systemowe: Adobe Acrobat Reader ; napęd CD-ROM. — Bibliogr. s. [10]

Szczegóły

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#55311Data dodania: 13.12.2010

Agent-based co-operative co-evolutionary algorithms for multi-objective portfolio optimization / Rafał DREŻEWSKI, Krystian Obrocki, Leszek SIWIK // W: Natural computing in computational finance, Vol. 3 / eds. Anthony Brabazon, Michael O'Neill, Dietmar G. Maringer. — Berlin ; Heidelberg : Springer-Verlag, cop. 2010. — (Studies in Computational Intelligence ; ISSN 1860-949X ; vol. 293). — ISBN: 978-3-642-13949-9. — S. 63–84. — Bibliogr. s. 83–84, Summ.

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