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SOE: Fachverband Physik sozio-ökonomischer Systeme

SOE 8: Poster

SOE 8.14: Poster

Montag, 16. März 2015, 18:00–20:00, Poster E

Search space approximation for multi-objective optimization problems — •Thorsten Rehberg — University of Regensburg

A parallel optimization strategy based on simulated annealing and a machine learning approach is used for the approximation of cost functions. This approach is exemplary applied to the portfolio selection problem for developing an efficient cost-function. For this purpose stock data from DAX, MDAX and S&P500 is used for training and validating the results.