Path:  Home   >  Portfolio selection in evolutionary algorithms
Portfolio selection in evolutionary algorithms
Description:  Evolutionary Algorithms (EAs) are algorithms inspired on the process of natural selection, and are among the most popular methods in multiobjective optimization. One of the main steps of an EA is selection which is aimed at focusing on the best individuals, but must also maintain a sufficient level of diversity in the population. Recently, the notion of selection in EAs has been linked to the Portfolio Selection Problem (PSP), which is well known in Finance. Balancing between good and diverse individuals in a population becomes analogous to balancing expected return and risk, respectively, in financial portfolios. The focus of this talk is the subset selection problem at the core of selection in Evolutionary Algorithms in the context of multiobjective optimization, but from the more general point of view of Portfolio Selection.
Date:  2019-01-30
Start Time:   14:30
Speaker:  Andreia P. Guerreiro (CISUC, DEI-UC)
Institution:  Evolutionary and Complex Systems (ECOS) group of the Centre for Informatics and Systems of the University of Coimbra (CISUC)
Place:  Sala 5.5
Research Groups: -Numerical Analysis and Optimization
See more:   <Main>  
© 2012 Centre for Mathematics, University of Coimbra, funded by

Science and Technology Foundation

Powered by: rdOnWeb v1.4 | technical support