| 演題番号 | 2J2-03 |
|---|---|
| 題目 | A New GA representation for the Portfolio Optimization Problem |
| 著者 | アランニャ クラウス (東京大学) 伊庭 斉志 (東京大学大学院) |
| 時間 | 6月12日(木) 15:20〜15:40 |
| 概要 | "Many recent researches have approached the Portfolio Optimization problem with Genetic Algorithms. Most of these works use an array-based representation, with varied results. In this work, we propose the use of a Tree-based representation. Our results suggest that the use of a tree-based representation keeps important building blocks in the population, and improves the convergence rate of this problem." |
| 論文 | PDFファイル |