Comparison of Multi-agent Co-operative Co-evolutionary and Evolutionary Algorithms for Multi-objective Portfolio Optimization

Rafal Drezewski, Krystian Obrocki, Leszek Siwik. Comparison of Multi-agent Co-operative Co-evolutionary and Evolutionary Algorithms for Multi-objective Portfolio Optimization. In Mario Giacobini, Anthony Brabazon, Stefano Cagnoni, Gianni A. Di Caro, Anikó Ekárt, Anna Esparcia-Alcázar, Muddassar Farooq, Andreas Fink, Penousal Machado, Jon McCormack, Michael O Neill, Ferrante Neri, Mike Preuss, Franz Rothlauf, Ernesto Tarantino, Shengxiang Yang, editors, Applications of Evolutionary Computing, EvoWorkshops 2009: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG, Tübingen, Germany, April 15-17, 2009. Proceedings. Volume 5484 of Lecture Notes in Computer Science, pages 223-232, Springer, 2009. [doi]

Authors

Rafal Drezewski

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Krystian Obrocki

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Leszek Siwik

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