Please use this identifier to cite or link to this item:https://hdl.handle.net/20.500.12259/38083
Type of publication: Straipsnis konferencijos medžiagoje Clarivate Analytics Web of Science ar/ir Scopus / Article in Clarivate Analytics Web of Science or Scopus DB conference proceedings (P1a)
Field of Science: Informatika / Informatics (N009)
Author(s): Radziukynienė, Ingrida;Žilinskas, Antanas
Title: Evolutionary methods for multi-objective portfolio optimization
Is part of: World Congress on Engineering 2008: the 2008 international conference of Computer Science and Engineering, London, U.K., 2-4 July, 2008. Vol. 1. Kwun Tong, Hong Kong : IAENG, 2008
Extent: p. 1155-1159
Date: 2008
Keywords: heuristic algorithms;Multi-objective optimization;Portfolio selection
ISBN: 9789889867195
Abstract: 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
Internet: https://hdl.handle.net/20.500.12259/38083
Affiliation(s): Informatikos fakultetas
Matematikos ir informatikos institutas
Vytauto Didžiojo universitetas
Appears in Collections:Universiteto mokslo publikacijos / University Research Publications

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