{"id":"https://openalex.org/W2109402752","doi":"https://doi.org/10.1109/cec.2011.5949618","title":"Multiobjective algorithms for financial trading: Multiobjective out-trades single-objective","display_name":"Multiobjective algorithms for financial trading: Multiobjective out-trades single-objective","publication_year":2011,"publication_date":"2011-06-01","ids":{"openalex":"https://openalex.org/W2109402752","doi":"https://doi.org/10.1109/cec.2011.5949618","mag":"2109402752"},"language":"en","primary_location":{"id":"doi:10.1109/cec.2011.5949618","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2011.5949618","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2011 IEEE Congress of Evolutionary Computation (CEC)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5038756968","display_name":"Dome Lohpetch","orcid":null},"institutions":[{"id":"https://openalex.org/I32062511","display_name":"Heriot-Watt University","ror":"https://ror.org/04mghma93","country_code":"GB","type":"education","lineage":["https://openalex.org/I32062511"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Dome Lohpetch","raw_affiliation_strings":["School of Mathematical and Computer Sciences, Heriot-Watt University, Edinburgh, UK","School of Mathematical and Computer Sciences Heriot-Watt University Edinburgh, UK"],"affiliations":[{"raw_affiliation_string":"School of Mathematical and Computer Sciences, Heriot-Watt University, Edinburgh, UK","institution_ids":["https://openalex.org/I32062511"]},{"raw_affiliation_string":"School of Mathematical and Computer Sciences Heriot-Watt University Edinburgh, UK","institution_ids":["https://openalex.org/I32062511"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5061783148","display_name":"David Corne","orcid":"https://orcid.org/0000-0003-4369-3807"},"institutions":[{"id":"https://openalex.org/I32062511","display_name":"Heriot-Watt University","ror":"https://ror.org/04mghma93","country_code":"GB","type":"education","lineage":["https://openalex.org/I32062511"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"David Corne","raw_affiliation_strings":["School of Mathematical and Computer Sciences, Heriot-Watt University, Edinburgh, UK","School of Mathematical and Computer Sciences Heriot-Watt University Edinburgh, UK"],"affiliations":[{"raw_affiliation_string":"School of Mathematical and Computer Sciences, Heriot-Watt University, Edinburgh, UK","institution_ids":["https://openalex.org/I32062511"]},{"raw_affiliation_string":"School of Mathematical and Computer Sciences Heriot-Watt University Edinburgh, UK","institution_ids":["https://openalex.org/I32062511"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5038756968"],"corresponding_institution_ids":["https://openalex.org/I32062511"],"apc_list":null,"apc_paid":null,"fwci":3.9954,"has_fulltext":false,"cited_by_count":19,"citation_normalized_percentile":{"value":0.93940627,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"192","last_page":"199"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.9995999932289124,"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":0.9995999932289124,"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":0.9983000159263611,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9868999719619751,"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/robustness","display_name":"Robustness (evolution)","score":0.6696914434432983},{"id":"https://openalex.org/keywords/genetic-programming","display_name":"Genetic programming","score":0.6554678082466125},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.622394323348999},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6157456040382385},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.5907250046730042},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.5229309797286987},{"id":"https://openalex.org/keywords/multi-objective-optimization","display_name":"Multi-objective optimization","score":0.448708176612854},{"id":"https://openalex.org/keywords/pairs-trade","display_name":"Pairs trade","score":0.4435364007949829},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.4051011800765991},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3785246014595032},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.27545905113220215},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.2584468126296997},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.25734564661979675},{"id":"https://openalex.org/keywords/alternative-trading-system","display_name":"Alternative trading system","score":0.10362377762794495}],"concepts":[{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.6696914434432983},{"id":"https://openalex.org/C110332635","wikidata":"https://www.wikidata.org/wiki/Q629498","display_name":"Genetic programming","level":2,"score":0.6554678082466125},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.622394323348999},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6157456040382385},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.5907250046730042},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.5229309797286987},{"id":"https://openalex.org/C68781425","wikidata":"https://www.wikidata.org/wiki/Q2052203","display_name":"Multi-objective optimization","level":2,"score":0.448708176612854},{"id":"https://openalex.org/C158876240","wikidata":"https://www.wikidata.org/wiki/Q17105131","display_name":"Pairs trade","level":4,"score":0.4435364007949829},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.4051011800765991},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3785246014595032},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.27545905113220215},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2584468126296997},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.25734564661979675},{"id":"https://openalex.org/C172428447","wikidata":"https://www.wikidata.org/wiki/Q438711","display_name":"Alternative trading system","level":3,"score":0.10362377762794495},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cec.2011.5949618","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2011.5949618","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2011 IEEE Congress of Evolutionary Computation (CEC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9","score":0.5}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":37,"referenced_works":["https://openalex.org/W85561527","https://openalex.org/W198262003","https://openalex.org/W1510980412","https://openalex.org/W1519134063","https://openalex.org/W1551103807","https://openalex.org/W1576818901","https://openalex.org/W1594104973","https://openalex.org/W1982180026","https://openalex.org/W2002685209","https://openalex.org/W2014426727","https://openalex.org/W2022092862","https://openalex.org/W2027897515","https://openalex.org/W2036588904","https://openalex.org/W2049094694","https://openalex.org/W2049349410","https://openalex.org/W2090927171","https://openalex.org/W2100604298","https://openalex.org/W2131682387","https://openalex.org/W2138293190","https://openalex.org/W2149214223","https://openalex.org/W2151237529","https://openalex.org/W2167159964","https://openalex.org/W2181674705","https://openalex.org/W2184761052","https://openalex.org/W2235250814","https://openalex.org/W2254782558","https://openalex.org/W2262757262","https://openalex.org/W2583275766","https://openalex.org/W3123699243","https://openalex.org/W3124979809","https://openalex.org/W3150752675","https://openalex.org/W4241584625","https://openalex.org/W4285719527","https://openalex.org/W6631225230","https://openalex.org/W6659160461","https://openalex.org/W6684212943","https://openalex.org/W6686491717"],"related_works":["https://openalex.org/W2392556764","https://openalex.org/W4385489135","https://openalex.org/W3195402399","https://openalex.org/W4300619693","https://openalex.org/W2988746083","https://openalex.org/W3209680969","https://openalex.org/W4388830163","https://openalex.org/W2523594540","https://openalex.org/W2785550510","https://openalex.org/W2341687251"],"abstract_inverted_index":{"Genetic":[0],"programming":[1],"(GP)":[2],"is":[3,14],"increasingly":[4],"investigated":[5],"in":[6,24,37,146,150],"finance":[7],"and":[8,56,121,137],"economics.":[9],"One":[10],"area":[11,39],"of":[12,27,30,72,90,97,110,117,131,153],"study":[13,130],"its":[15],"use":[16],"to":[17,42,64,80,114,134],"discover":[18],"effective":[19],"rules":[20,44],"for":[21,69],"technical":[22],"trading":[23,101,158],"the":[25,53,95,118,122,151],"context":[26,152],"a":[28,70,98,108,128],"portfolio":[29],"equities":[31],"(or":[32],"an":[33],"index).":[34],"Early":[35],"work":[36,84],"this":[38,135],"used":[40],"GP":[41,75,119],"find":[43,138],"that":[45,87,112,139],"were":[46,49],"profitable,":[47],"but":[48],"nevertheless":[50],"outperformed":[51],"by":[52],"simple":[54],"\"buy":[55],"hold\"":[57],"(B&H)":[58],"strategy.":[59,124],"Attempts":[60],"since":[61],"then":[62],"tend":[63],"report":[65],"similar":[66],"findings,":[67],"except":[68],"handful":[71],"cases":[73],"where":[74],"methods":[76],"have":[77],"been":[78],"found":[79],"outperform":[81],"B&H.":[82],"Recent":[83],"has":[85],"clarified":[86],"robust":[88],"outperformance":[89],"B&H":[91],"depends":[92],"on,":[93],"mainly,":[94],"adoption":[96],"relatively":[99],"infrequent":[100],"strategy":[102],"(e.g.":[103,156],"monthly),":[104],"as":[105,107],"well":[106],"range":[109],"factors":[111],"amount":[113],"sound":[115],"engineering":[116],"grammar":[120],"validation":[123],"Here":[125],"we":[126],"add":[127],"comprehensive":[129],"multiobjective":[132,140],"approaches":[133],"investigation,":[136],"strategies":[141],"provide":[142],"even":[143,149],"more":[144,154],"robustness":[145],"outperforming":[147],"B&H,":[148],"frequent":[155],"weekly)":[157],"decisions.":[159]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":5}],"updated_date":"2026-03-25T13:04:00.132906","created_date":"2025-10-10T00:00:00"}
