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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 |
Appears in Collections: | Conference Papers |
Files in This Item:
File | Description | Size | Format | |
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Multi objective.pdf | 228.86 kB | Adobe PDF | View/Open |
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