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Please use this identifier to cite or link to this item: http://hdl.handle.net/2080/1380

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
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