Applications of multi-objective evolutionary algorithms in economics and finance: A survey

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 i...

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Bibliographic Details
Published in2007 IEEE Congress on Evolutionary Computation pp. 532 - 539
Main Authors Castillo Tapia, Ma. Guadalupe, Coello Coello, Carlos A.
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.09.2007
Subjects
Algorithm design and analysis
Application software
Computer science
Environmental factors
Evolutionary computation
Finance
Investments
Portfolios
Sociology
Taxonomy
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ISBN1424413397
9781424413393
ISSN1089-778X
DOI10.1109/CEC.2007.4424516

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Summary: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.
ISBN:1424413397
9781424413393
ISSN:1089-778X
DOI:10.1109/CEC.2007.4424516