Title :
Applications of multi-objective evolutionary algorithms in economics and finance: A survey
Author :
Tapia, Ma Guadalupe Castillo ; Coello, Carlos A Coello
Author_Institution :
Univ. Autonoma Metropolitana, Mexico
Abstract :
This paper provides a state-of-the-art survey of applications of multi-objective evolutionary algorithms in economics and finance reported in the specialized literature. A taxonomy of applications within this area is proposed, and a brief review of the most representative research reported to date is then provided. In the final part of the paper, some potential paths for future research within this area are identified.
Keywords :
evolutionary computation; investment; optimisation; economics; finance; investment portfolio optimization; multiobjective evolutionary algorithms; state-of-the-art survey; Algorithm design and analysis; Application software; Computer science; Environmental factors; Evolutionary computation; Finance; Investments; Portfolios; Sociology; Taxonomy;
Conference_Titel :
Evolutionary Computation, 2007. CEC 2007. IEEE Congress on
Conference_Location :
Singapore
Print_ISBN :
978-1-4244-1339-3
Electronic_ISBN :
978-1-4244-1340-9
DOI :
10.1109/CEC.2007.4424516
