Index Tracking with Invasive Weed Optimization

被引：1
|
作者：
Affolter, K. [1 ]
Schweizer, D. [1 ]
Hanne, T. [1 ]
Dornberger, R. [2 ]
机构：
[1] Univ Appl Sci & Arts Northwestern Switzerland, Inst Informat Syst, Riggenbachstr 16, CH-4600 Olten, Switzerland
[2] Univ Appl Sci & Arts Northwestern Switzerland, Inst Informat Syst, CH-4002 Basel, Switzerland
来源：
2014 INTERNATIONAL CONFERENCE ON SOFT COMPUTING & MACHINE INTELLIGENCE ISCMI 2014 | 2014年
关键词：
invasive weed optimization; index tracking; portfolio optimization; metaheuristics; evolutionary algorithms; ALGORITHM;
D O I：
10.1109/ISCMI.2014.9
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In this paper we explore possibilities to solve the index tracking problem with Invasive Weed Optimization (IWO), a rather new metaheuristics algorithm. The complexity of this real life problem and especially its solution space and restrictions require substantial adaptation of the IWO algorithm. Although the method basically works well, the obtained results do not reach our intended benchmark.
引用
收藏
页码：110 / 114
页数：5
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