DocumentCode
2688802
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
fYear
2007
fDate
25-28 Sept. 2007
Firstpage
532
Lastpage
539
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/CEC.2007.4424516
Filename
4424516
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