{"id":"https://openalex.org/W66553831","doi":"https://doi.org/10.1007/978-3-7908-2604-3_24","title":"Evolutionary Computation for Modelling and Optimization in Finance","display_name":"Evolutionary Computation for Modelling and Optimization in Finance","publication_year":2010,"publication_date":"2010-01-01","ids":{"openalex":"https://openalex.org/W66553831","doi":"https://doi.org/10.1007/978-3-7908-2604-3_24","mag":"66553831"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-7908-2604-3_24","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-7908-2604-3_24","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of COMPSTAT'2010","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/11380/697676","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5046540286","display_name":"Sandra Paterlini","orcid":"https://orcid.org/0000-0003-4269-4496"},"institutions":[{"id":"https://openalex.org/I122346577","display_name":"University of Modena and Reggio Emilia","ror":"https://ror.org/02d4c4y02","country_code":"IT","type":"education","lineage":["https://openalex.org/I122346577"]},{"id":"https://openalex.org/I4210098931","display_name":"Quantitative BioSciences","ror":"https://ror.org/010brsj79","country_code":"US","type":"nonprofit","lineage":["https://openalex.org/I4210098931"]}],"countries":["IT","US"],"is_corresponding":true,"raw_author_name":"Sandra Paterlini","raw_affiliation_strings":["CEQURA, Center for Quantitative Risk Analysis, Akademiestr. 1/I, Munich, Germany","Department of Economics, CEFIN and RECent, University of Modena and Reggio E., Viale Berengario 51, Modena, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"CEQURA, Center for Quantitative Risk Analysis, Akademiestr. 1/I, Munich, Germany","institution_ids":["https://openalex.org/I4210098931"]},{"raw_affiliation_string":"Department of Economics, CEFIN and RECent, University of Modena and Reggio E., Viale Berengario 51, Modena, Italy","institution_ids":["https://openalex.org/I122346577"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5046540286"],"corresponding_institution_ids":["https://openalex.org/I122346577","https://openalex.org/I4210098931"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.01656409,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"265","last_page":"274"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.9934999942779541,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.9934999942779541,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9929999709129333,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.977400004863739,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/heuristics","display_name":"Heuristics","score":0.665756344795227},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6071987748146057},{"id":"https://openalex.org/keywords/evolutionary-computation","display_name":"Evolutionary computation","score":0.5939899682998657},{"id":"https://openalex.org/keywords/computational-finance","display_name":"Computational finance","score":0.593727707862854},{"id":"https://openalex.org/keywords/sophistication","display_name":"Sophistication","score":0.5333179235458374},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.518215000629425},{"id":"https://openalex.org/keywords/evolutionary-algorithm","display_name":"Evolutionary algorithm","score":0.5161736607551575},{"id":"https://openalex.org/keywords/population","display_name":"Population","score":0.4651288688182831},{"id":"https://openalex.org/keywords/mendelian-inheritance","display_name":"Mendelian inheritance","score":0.4520329535007477},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.44422829151153564},{"id":"https://openalex.org/keywords/financial-modeling","display_name":"Financial modeling","score":0.42322149872779846},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.41920068860054016},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.32682090997695923},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2731078267097473},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2341582477092743},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2253856360912323},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.18670743703842163},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.15518811345100403}],"concepts":[{"id":"https://openalex.org/C127705205","wikidata":"https://www.wikidata.org/wiki/Q5748245","display_name":"Heuristics","level":2,"score":0.665756344795227},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6071987748146057},{"id":"https://openalex.org/C105902424","wikidata":"https://www.wikidata.org/wiki/Q1197129","display_name":"Evolutionary computation","level":2,"score":0.5939899682998657},{"id":"https://openalex.org/C146880194","wikidata":"https://www.wikidata.org/wiki/Q61715222","display_name":"Computational finance","level":2,"score":0.593727707862854},{"id":"https://openalex.org/C168725872","wikidata":"https://www.wikidata.org/wiki/Q991663","display_name":"Sophistication","level":2,"score":0.5333179235458374},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.518215000629425},{"id":"https://openalex.org/C159149176","wikidata":"https://www.wikidata.org/wiki/Q14489129","display_name":"Evolutionary algorithm","level":2,"score":0.5161736607551575},{"id":"https://openalex.org/C2908647359","wikidata":"https://www.wikidata.org/wiki/Q2625603","display_name":"Population","level":2,"score":0.4651288688182831},{"id":"https://openalex.org/C175783326","wikidata":"https://www.wikidata.org/wiki/Q185055","display_name":"Mendelian inheritance","level":3,"score":0.4520329535007477},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.44422829151153564},{"id":"https://openalex.org/C23925645","wikidata":"https://www.wikidata.org/wiki/Q5449731","display_name":"Financial modeling","level":2,"score":0.42322149872779846},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.41920068860054016},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.32682090997695923},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2731078267097473},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2341582477092743},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2253856360912323},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.18670743703842163},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.15518811345100403},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C36289849","wikidata":"https://www.wikidata.org/wiki/Q34749","display_name":"Social science","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C149923435","wikidata":"https://www.wikidata.org/wiki/Q37732","display_name":"Demography","level":1,"score":0.0},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/978-3-7908-2604-3_24","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-7908-2604-3_24","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of COMPSTAT'2010","raw_type":"book-chapter"},{"id":"pmh:oai:iris.unimore.it:11380/697676","is_oa":true,"landing_page_url":"http://hdl.handle.net/11380/697676","pdf_url":null,"source":{"id":"https://openalex.org/S4306400718","display_name":"IRIS UNIMORE (University of Modena and Reggio Emilia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I122346577","host_organization_name":"University of Modena and Reggio Emilia","host_organization_lineage":["https://openalex.org/I122346577"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/conferenceObject"},{"id":"pmh:oai:iris.unitn.it:11572/192927","is_oa":false,"landing_page_url":"http://hdl.handle.net/11572/192927","pdf_url":null,"source":{"id":"https://openalex.org/S4306401913","display_name":"Institutional Research Information System (Universit\u00e0 degli Studi di Trento)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I193223587","host_organization_name":"University of Trento","host_organization_lineage":["https://openalex.org/I193223587"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":""}],"best_oa_location":{"id":"pmh:oai:iris.unimore.it:11380/697676","is_oa":true,"landing_page_url":"http://hdl.handle.net/11380/697676","pdf_url":null,"source":{"id":"https://openalex.org/S4306400718","display_name":"IRIS UNIMORE (University of Modena and Reggio Emilia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I122346577","host_organization_name":"University of Modena and Reggio Emilia","host_organization_lineage":["https://openalex.org/I122346577"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/conferenceObject"},"sustainable_development_goals":[{"score":0.49000000953674316,"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W68982308","https://openalex.org/W585891580","https://openalex.org/W645508629","https://openalex.org/W940158672","https://openalex.org/W1483132876","https://openalex.org/W1497256448","https://openalex.org/W1508419498","https://openalex.org/W1530715683","https://openalex.org/W1553373771","https://openalex.org/W1595159159","https://openalex.org/W1595498733","https://openalex.org/W1966253115","https://openalex.org/W1973295713","https://openalex.org/W1998674867","https://openalex.org/W2013530604","https://openalex.org/W2020888149","https://openalex.org/W2039643897","https://openalex.org/W2040533142","https://openalex.org/W2041151660","https://openalex.org/W2042517615","https://openalex.org/W2053279544","https://openalex.org/W2098684386","https://openalex.org/W2118203005","https://openalex.org/W2126105956","https://openalex.org/W2151237529","https://openalex.org/W2152195021","https://openalex.org/W2205152467","https://openalex.org/W2499534215","https://openalex.org/W3104821956","https://openalex.org/W3137715965","https://openalex.org/W4292408320"],"related_works":["https://openalex.org/W2041508386","https://openalex.org/W2362444284","https://openalex.org/W1915304416","https://openalex.org/W1499830811","https://openalex.org/W183994931","https://openalex.org/W3190773221","https://openalex.org/W2887328214","https://openalex.org/W1512198136","https://openalex.org/W1974585961","https://openalex.org/W66553831"],"abstract_inverted_index":{"In":[0,108],"the":[1,27,30,35,59,72,91],"last":[2],"decades,":[3],"there":[4],"has":[5],"been":[6],"a":[7,95,106],"tendency":[8],"to":[9,48,89,94,121,134],"move":[10],"away":[11],"from":[12],"mathematically":[13,43],"tractable,":[14],"but":[15],"simplistic":[16],"models":[17,23],"towards":[18],"more":[19],"sophisticated":[20],"and":[21,38,84,100,117,131],"real-world":[22],"in":[24],"finance.":[25],"However,":[26],"consequence":[28],"of":[29,71,102,105],"improved":[31],"sophistication":[32],"is":[33,40],"that":[34],"model":[36],"specification":[37],"analysis":[39],"no":[41],"longer":[42],"tractable.":[44],"Instead":[45],"solutions":[46,104,133],"need":[47],"be":[49],"numerically":[50],"approximated.":[51],"For":[52],"this":[53,109],"task,":[54],"evolutionary":[55,125],"computation":[56],"heuristics":[57],"are":[58,76],"appropriate":[60],"means,":[61],"because":[62],"they":[63],"do":[64],"not":[65],"require":[66],"any":[67],"rigid":[68],"mathematical":[69],"properties":[70],"model.":[73],"Evolutionary":[74],"algorithms":[75,126],"search":[77],"heuristics,":[78],"usually":[79],"inspired":[80],"by":[81,98],"Darwinian":[82],"evolution":[83],"Mendelian":[85],"inheritance,":[86],"which":[87],"aim":[88],"determine":[90],"optimal":[92],"solution":[93],"given":[96],"problem":[97],"competition":[99],"alteration":[101],"candidate":[103],"population.":[107],"work,":[110],"we":[111],"focus":[112],"on":[113],"credit":[114],"risk":[115],"modelling":[116],"financial":[118,136],"portfolio":[119],"optimization":[120],"point":[122],"out":[123],"how":[124],"can":[127],"easily":[128],"provide":[129],"reliable":[130],"accurate":[132],"challenging":[135],"problems.":[137]},"counts_by_year":[],"updated_date":"2026-06-03T09:05:47.796612","created_date":"2025-10-10T00:00:00"}
