IEEE - Institute of Electrical and Electronics Engineers, Inc. - Genetic Algorithm to Optimize Fitness Function with Sampling Error and its Application to Financial Optimization Problem

2006 IEEE Congress on Evolutionary Computation

Author(s): M. Tezuka ; M. Munetomo ; K. Akama ; M. Hiji
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 2006
Conference Location: Vancouver, BC, Canada
Conference Date: 16 July 2006
Page(s): 81 - 87
ISBN (Paper): 0-7803-9487-9
DOI: 10.1109/CEC.2006.1688293
Regular:

In this paper we discuss the optimization problems with noisy fitness function. On financial optimization problems, Monte-Carlo method is commonly used to evaluate the optimization criteria such... View More

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