Vytautas Magnus University Research Management System (VDU CRIS)
 
Use this url to cite publication: https://hdl.handle.net/20.500.12259/38083

Evolutionary methods for multi-objective portfolio optimization

Type of publication
Straipsnis konferencijos medžiagoje Web of Science duomenų bazėje / Article in conference proceedings in Web of Science database (P1a1)
Author(s)
AuthorAffiliation
Radziukynienė, Ingrida 
Informatikos fakultetas / Faculty of Informatics 
LT
Žilinskas, Antanas 
Matematikos ir informatikos institutas
LT
Title
Evolutionary methods for multi-objective portfolio optimization
[en]
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
Date Issued
Date
2008
Publisher
Kwun Tong, Hong Kong : IAENG, 2008
Is Referenced by
Conference Proceedings Citation Index - Science (Web of Science) 
INSPEC 
Extent
p. 1155-1159
URI
URI
https://hdl.handle.net/20.500.12259/38083
Field of Science
Keywords (en)
Abstract (en)

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.

Type of document
type::text::journal::journal article::research article
Language
Anglų / English (en)
Coverage Spatial
Kinija / China (CN)
ISBN (of the container)
9789889867195
WOS
WOS:000259580600215
Other Identifier(s)
VDU02-000005375