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Multi-objective Investment Decision Making Based on an Improved SPEA2 Algorithm

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Artificial Intelligence and Security (ICAIS 2019)

Part of the book series: Lecture Notes in Computer Science ((LNSC,volume 11632))

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Abstract

An improved SPEA2 algorithm is proposed to optimize the multi-objective decision-making of investment. In the improved method, an external archive set is set up separately for local search after genetic operation, which guarantees the global search ability and also has strong local search ability. At the same time, the new crossover operator and individual update strategy are used to further improve the convergence ability of the algorithm while maintaining a strong diversity of the population. The experimental results show that the improved method can converge to the Pareto optimal boundary and improve the convergence speed, which can effectively realize the multi-objective decision making of investment.

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Authors and Affiliations

  1. Glorious Sun School of Business and Management, Donghua University, Shanghai, 200051, China

    Xi Liu & Dan Zhang

Authors
  1. Xi Liu
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  2. Dan Zhang
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Corresponding author

Correspondence to Xi Liu .

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Editors and Affiliations

  1. Nanjing University of Information Science and Technology, Nanjing, China

    Xingming Sun

  2. Nanjing University of Information Science and Technology, Nanjing, China

    Zhaoqing Pan

  3. Purdue University, West Lafayette, IN, USA

    Elisa Bertino

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Liu, X., Zhang, D. (2019). Multi-objective Investment Decision Making Based on an Improved SPEA2 Algorithm. In: Sun, X., Pan, Z., Bertino, E. (eds) Artificial Intelligence and Security. ICAIS 2019. Lecture Notes in Computer Science(), vol 11632. Springer, Cham. https://doi.org/10.1007/978-3-030-24274-9_39

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  • DOI: https://doi.org/10.1007/978-3-030-24274-9_39

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-24273-2

  • Online ISBN: 978-3-030-24274-9

  • eBook Packages: Computer ScienceComputer Science (R0)

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