-A large number of studies on Genetic Algorithms (GAs) emphasize finding a globally optimal solution. Some other investigations have also been made for detecting multiple solutions...
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Background: As the canonical code is not universal, different theories about its origin and organization have appeared. The optimization or level of adaptation of the canonical ge...
The population size in evolutionary computation is a significant parameter affecting computational effort and the ability to successfully evolve solutions. We find that population...
Credit institutions are seldom faced with problems dealing with single objectives. Often, decisions involving optimizing two or more competing goals simultaneously need to be made...