mk:isda05
Summary
Multiobjective Optimization Using Adaptive Pareto Archived Evolution Strategy. Mihai Oltean, Crina Grosan, Ajith Abraham and Mario Köppen. In 5th International Conference on Intelligent Systems Design and Applications (ISDA'05), pages 558-563, 2005. (URL) 
Abstract
This paper proposes a novel adaptive representation forevolutionary multiobjective optimization for solving a stockmodeling problem. The standard Pareto Achieved Evolution Strategy(PAES) uses real or binary representation for encoding solutions.Adaptive Pareto Archived Evolution Strategy (APAES) uses dynamicalphabets for encoding solutions. APAES is applied for modelingtwo popular stock indices involving 4 objective functions.Further, two bench mark test functions for multiobjectiveoptimization are also used to illustrate the performance of thealgorithm. Empirical results demonstrate APAES performs well whencompared to the standard PAES.
Bibtex entry
@INPROCEEDINGS { mk:isda05,
ABSTRACT = { This paper proposes a novel adaptive representation forevolutionary multiobjective optimization for solving a stockmodeling problem. The standard Pareto Achieved Evolution Strategy(PAES) uses real or binary representation for encoding solutions.Adaptive Pareto Archived Evolution Strategy (APAES) uses dynamicalphabets for encoding solutions. APAES is applied for modelingtwo popular stock indices involving 4 objective functions.Further, two bench mark test functions for multiobjectiveoptimization are also used to illustrate the performance of thealgorithm. Empirical results demonstrate APAES performs well whencompared to the standard PAES. },
AUTHOR = { Mihai Oltean and Crina Grosan and Ajith Abraham and Mario Köppen },
BOOKTITLE = { 5th International Conference on Intelligent Systems Design and Applications (ISDA'05) },
ADDED = { 2006-09-17 00:12:51 +0900 },
MODIFIED = { 2008-02-28 13:04:08 +0900 },
HASABSTRACT = { Yes },
PAGES = { 558-563 },
PDF = { emoda05.pdf },
PUBLISHER = { IEEE CS Press },
TITLE = { Multiobjective Optimization Using Adaptive Pareto Archived Evolution Strategy },
URL = { http://doi.ieeecomputersociety.org/10.1109/ISDA.2005.69 },
YEAR = { 2005 },
1 = { http://doi.ieeecomputersociety.org/10.1109/ISDA.2005.69 },
}