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An Evolutionary Computation Approach to Scenario-Based Risk-Return Portfolio Optimization for General Risk Measures by Mario Giacobini; Anthony Brabazon; Stefano Cagoni; Gianni A. Di Caro; Rolf Drechsler; Muddassar Farooq; Andreas Fink; Evelyne Lutton; Penousal Machado; Stefan Minner; Michael O'Neill; Juan Romero; Franz Rothlauf; Giovanni Squillero; Hideyuki Takagi; A. Sima Uyar; Shengxiang Yang is a scholarly article available to read on EtoBox.

What is An Evolutionary Computation Approach to Scenario-Based Risk-Return Portfolio Optimization for General Risk Measures about?

This book constitutes the refereed joint proceedings of seven workshops on evolutionary computing, EvoWorkshops 2007, held in Valencia, Spain in April 2007. It examines evolutionary computation in communications, networks, and connected systems; finance and economics; image analysis and signal processing; and transportation and logistics. Coverage also details evolutionary algorithms in stochastic and dynamic environments.

Author

Mario Giacobini; Anthony Brabazon; Stefano Cagoni; Gianni A. Di Caro; Rolf Drechsler; Muddassar Farooq; Andreas Fink; Evelyne Lutton; Penousal Machado; Stefan Minner; Michael O'Neill; Juan Romero; Franz Rothlauf; Giovanni Squillero; Hideyuki Takagi; A. Sima Uyar; Shengxiang Yang

Publisher

Springer-Verlag Berlin Heidelberg

Published

2007

Language

EN

ISBN

9783540718055