Co-Evolutionary Multi-Agent System for Portfolio Optimization

Rafal Drezewski, Leszek Siwik. Co-Evolutionary Multi-Agent System for Portfolio Optimization. In Anthony Brabazon, Michael O Neill, editors, Natural Computing in Computational Finance. Volume 100 of Studies in Computational Intelligence, pages 271-299, Springer, 2008. [doi]

@incollection{DrezewskiS08:0,
  title = {Co-Evolutionary Multi-Agent System for Portfolio Optimization},
  author = {Rafal Drezewski and Leszek Siwik},
  year = {2008},
  doi = {10.1007/978-3-540-77477-8_15},
  url = {http://dx.doi.org/10.1007/978-3-540-77477-8_15},
  tags = {optimization},
  researchr = {https://researchr.org/publication/DrezewskiS08%3A0},
  cites = {0},
  citedby = {0},
  pages = {271-299},
  booktitle = {Natural Computing in Computational Finance},
  editor = {Anthony Brabazon and Michael O Neill},
  volume = {100},
  series = {Studies in Computational Intelligence},
  publisher = {Springer},
  isbn = {978-3-540-77476-1},
}