Evolutionary methods for multi-objective portfolio optimization

被引：0
|
作者：
Radiukyniene, I. [1 ]
Zilinskas, A. [2 ]
机构：
[1] Vytautas Magnus Univ, Fac Informat, Kaunas, Lithuania
[2] Inst Math & Informat, Optimizat Sect, Syst Anal Dept, Vilnius, Lithuania
来源：
WORLD CONGRESS ON ENGINEERING 2008, VOLS I-II | 2008年
关键词：
heuristic algorithms; multi-objective optimization; portfolio selection;
D O I：
暂无
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
Four multi-objective evolutionary optimization algorithms are discussed with respect to their efficiency in portfolio optimization problems. The assessment of the advantages and disadvantages of the considered algorithms is based on experimental study where two and three criteria portfolio optimization problems were used as tests. The performance of considered algorithms are presented and compared in different metrics.
引用
收藏
页码：1155 / +
页数：2
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