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International Conference on Artificial Intelligence and Soft Computing

ICAISC 2016: Artificial Intelligence and Soft Computing pp 505–516Cite as

Hierarchical and Massively Interactive Approaches for Hybridization of Evolutionary Computations and Agent Systems—Comparison in Financial Application

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Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 9692))

Abstract

When we think about hybridizing of evolutionary computations and agent systems in fact two approaches are possible: (1) hierarchical one – where agents are used as the management layer and the evolutionary algorithms are executed inside (sub)populations “within” agents and (2) system realized as the population(s) of evolving agents equipped with “DNA” performing life-steps to obtain their life-goals. In this paper we discuss aforementioned approaches and present their sample realization and application for solving a challenging portfolio optimization problem defined as a multi-objective optimization problem with maximization of the investment profit and minimization of the investment risk level.

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Acknowledgments

The research presented in this paper was partially supported by the AGH University of Science and Technology Statutory Fund no. 11.11.230.124.

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Authors and Affiliations

  1. AGH University of Science and Technology, Kraków, Poland

    Leszek Siwik & Rafal Drezewski

Authors
  1. Leszek Siwik
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  2. Rafal Drezewski
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Corresponding author

Correspondence to Leszek Siwik .

Editor information

Editors and Affiliations

  1. Częstochowa University of Technology, Czestochowa, Poland

    Leszek Rutkowski

  2. Częstochowa University of Technology, Czestochowa, Poland

    Marcin Korytkowski

  3. Częstochowa University of Technology, Czestochowa, Poland

    Rafał Scherer

  4. AGH University of Science and Technology, Krakow, Poland

    Ryszard Tadeusiewicz

  5. University of California, Berkeley, California, USA

    Lotfi A. Zadeh

  6. University of Louisville, Louisville, Kentucky, USA

    Jacek M. Zurada

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Siwik, L., Drezewski, R. (2016). Hierarchical and Massively Interactive Approaches for Hybridization of Evolutionary Computations and Agent Systems—Comparison in Financial Application. In: Rutkowski, L., Korytkowski, M., Scherer, R., Tadeusiewicz, R., Zadeh, L., Zurada, J. (eds) Artificial Intelligence and Soft Computing. ICAISC 2016. Lecture Notes in Computer Science(), vol 9692. Springer, Cham. https://doi.org/10.1007/978-3-319-39378-0_43

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  • DOI: https://doi.org/10.1007/978-3-319-39378-0_43

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-39377-3

  • Online ISBN: 978-3-319-39378-0

  • eBook Packages: Computer ScienceComputer Science (R0)

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