Portfolio Optimization with Translation of Representation for Transport Problems

  • Malgorzata Zajecka
  • , Mateusz Mastalerczyk
  • , Siang Yew Chong
  • , Xin Yao
  • , Joanna Kwiecien
  • , Wojciech Chmiel
  • , Jacek Dajda
  • , Marek Kisiel-Dorohinicki
  • , Aleksander Byrski

Research output: Journal PublicationArticlepeer-review

1 Citation (Scopus)

Abstract

The paper presents a hybridization of two ideas closely related to metaheuristic computing, namely Portfolio Optimization (researched by Xin Yao et al.) and Translation of Representation for different metaheuristics (researched by Byrski et al.). Thus, difficult problems (discrete optimization) are approached by a sequential run through a number of steps of different metaheuristics, providing the translation of representation (since the algorithms are completely different). Therefore, close cooperation of e.g. ACO, PSO, and GA is possible. The results refer to unaltered algorithms and show the superiority of the constructed hybrid.

Original languageEnglish
Pages (from-to)57-75
Number of pages19
JournalJournal of Artificial Intelligence and Soft Computing Research
Volume15
Issue number1
DOIs
Publication statusPublished - 1 Jan 2025
Externally publishedYes

Free Keywords

  • metaheuristics
  • portfolio optimization
  • transport problems

ASJC Scopus subject areas

  • Information Systems
  • Modelling and Simulation
  • Hardware and Architecture
  • Computer Vision and Pattern Recognition
  • Artificial Intelligence

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