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| Title: | A Study on Multi-Objective Evolutionary Algorithms and its Applications to Economics and Finance |
| Authors: | Mishra, S K
Panda, G
Meher, S
Majhi, R |
| Keywords: | Multi-objective optimization
Paretooptimal solutions
Global optimization
Crowding distance
Pareto front |
| Issue Date: | Jan-2011 |
| Citation: | International Conference on Electronics Systems (ICES-2011),National Institute of Technology, Rourkela, India, 7-9th Jan 2011 |
| Abstract: | The use of evolutionary algorithms in diversified
application domains has gained ever increasing popularity in the last few years producing a wide range of interesting applications ranging from engineering and computer science to ecology, sociology and medicine. From these diversified application areas of evolutionary algorithms,
economics and finance constitutes a very promising field.The use of evolutionary algorithms for solving multiobjective
optimization problem emerges as a potential field
of research in recent years. This paper presents the use of multi-objective evolutionary algorithms (MOEAs) for solving problems in economics and finance. Different applications of MOEA are explained briefly and a specific
simulation work has been done for one particular
application i.e. investment portfolio optimization. |
| Description: | Copyright belongs to proceeding publisher |
| URI: | http://hdl.handle.net/2080/1380 |
| Appears in Collections: | Conference Papers
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| Multi objective.pdf | | 228Kb | Adobe PDF | View/Open |
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