On the Performance and Convergence Properties of Hybrid Intelligent Schemes: Application on Portfolio Optimization Domain

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@InProceedings{vassiliadis_performance_2011,
  address =      "Turin, Italy",
  series =       "Lecture Notes in Computer Science",
  title =        "On the {Performance} and {Convergence} {Properties} of
                 {Hybrid} {Intelligent} {Schemes}: {Application} on
                 {Portfolio} {Optimization} {Domain}",
  volume =       "6625",
  isbn13 =       "978-3-642-20520-0",
  URL =          "https://link.springer.com/chapter/10.1007/978-3-642-20520-0_14",
  DOI =          "doi:10.1007/978-3-642-20520-0_14",
  abstract =     "Hybrid intelligent algorithms, especially those who
                 combine nature-inspired techniques, are well known for
                 their searching abilities in complex problem domains
                 and their performance. One of their main characteristic
                 is that they manage to escape getting trapped in local
                 optima. In this study, two hybrid intelligent schemes
                 are compared both in terms of performance and
                 convergence ability in a complex financial problem.
                 Particularly, both algorithms use a type of genetic
                 algorithm for asset selection and they differ on the
                 technique applied for weight optimization: the first
                 hybrid uses a numerical function optimization method,
                 while the second one uses a continuous ant colony
                 optimization algorithm. Results indicate that there is
                 great potential in combining characteristics of
                 nature-inspired algorithms in order to solve NP-hard
                 optimization problems.",
  booktitle =    "Applications of {Evolutionary} {Computation}
                 {EVOFIN}-2011, Part 2",
  publisher =    "Springer",
  author =       "Vassilios Vassiliadis and Nikolaos Thomaidis and 
                 George Dounias",
  editor =       "Cecilia Di Chio and Anthony Brabazon and 
                 Gianni A. Di Caro and Rolf Drechsler and Muddassar Farooq and 
                 Joern Grahl and Gary Greenfield and Christian Prins and 
                 Juan Romero and Giovanni Squillero and Ernesto Tarantino and 
                 Andrea G. B. Tettamanzi and Neil Urquhart and 
                 A. Sima Uyar",
  month =        apr,
  year =         "2011",
  keywords =     "genetic algorithms, genetic programming, continuous
                 ACO, portfolio optimization",
  pages =        "131--140",
}

Genetic Programming entries for Vassilios Vassiliadis Nikolaos Thomaidis Georgios Dounias

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