DEI/CISUC Seminars

Publication Date: 2018-06-05 09:32:09

June 06, Wednesday,
13h (sharp),
Room A.5.4. DEI-FCTUC

Invited Speaker: Andreia Guerreiro

Title: "Portfolio Selection in Evolutionary Algorithms"

Abstract: Evolutionary Algorithms (EAs) are algorithms inspired in the process of natural selection, and are among the most popular methods in multiobjective optimization. One of the main steps of an EA is selection which is aimed at focusing on the best individuals, but must also maintain a sufficient level of diversity in the population. Recently, the notion of selection in EAs has been linked to the Portfolio Selection Problem (PSP), which is well known in Finance. Balancing between good and diverse individuals in a population becomes analogous to balancing expected return and risk, respectively, in financial portfolios. The focus of this talk is the subset selection problem at the core of selection in Evolutionary Algorithms in the context of multiobjective optimization, but from the more general point of view of Portfolio Selection.

Short-bio: Andreia P. Guerreiro is a Ph.D. student and a member of the Evolutionary and Complex Systems (ECOS) group of the Centre for Informatics and Systems of the University of Coimbra (CISUC). Her research work is concerned with the development and analysis of efficient indicator-based selection algorithms for evolutionary multiobjective optimization, as well as algorithms for performance assessment in multiobjective optimization.