Index tracking with invasive weed optimization
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Author (Corporation)
Publication date
2014
Type of student thesis
Course of study
Collections
Type
04B - Conference paper
Editors
Editor (Corporation)
Supervisor
Parent work
2014 International Conference on Soft Computing & Machine Intelligence. ISCMI 2014
Special issue
DOI of the original publication
Link
Related research data
Series
Series number
Volume
Issue / Number
Pages / Duration
110-114
Patent number
Publisher / Publishing institution
IEEE
Place of publication / Event location
Los Alamitos
Edition
Version
Programming language
Assignee
Practice partner / Client
Abstract
In this paper we explore possibilities to solve the index tracking problem with Invasive Weed Optimization (IWO), a rather new metaheuristics algorithm. The complexity of this real life problem and especially its solution space and restrictions require substantial adaptation of the IWO algorithm. Although the method basically works well, the obtained results do not reach our intended benchmark.
Keywords
Subject (DDC)
Event
2014 International Conference on Soft Computing and Machine Intelligence
Exhibition start date
Exhibition end date
Conference start date
26.09.2014
Conference end date
27.09.2014
Date of the last check
ISBN
978-1-4673-6751-6
ISSN
Language
English
Created during FHNW affiliation
Yes
Strategic action fields FHNW
Publication status
Published
Review
peer-reviewed
Open access category
Closed
License
Citation
Affolter, K., Schweizer, D., Hanne, T., & Dornberger, R. (2014). Index tracking with invasive weed optimization. 2014 International Conference on Soft Computing & Machine Intelligence. ISCMI 2014, 110–114. https://doi.org/10.1109/ISCMI.2014.9