This article presents a review of the application of evolutionary computation methods to
solving financial problems. Genetic algorithms, genetic programming, multi-objective …

Computational finance is an emerging application field of metaheuristic algorithms. In
particular, these optimisation methods are becoming the solving approach alternative when …

Grou** problems are a special type of combinatorial optimization problems that have
gained great relevance because of their numerous real-world applications. The solution …

Modern heuristics or metaheuristics are optimization algorithms that have been increasingly
used during the last decades to support complex decision-making in a number of fields …

The behaviourally based portfolio selection problem with investor's loss aversion and risk
aversion biases in portfolio choice under uncertainty is studied. The main results of this work …

Mean-variance portfolio optimization model, introduced by Markowitz, provides a
fundamental answer to the problem of portfolio management. This model seeks an efficient …

The advancement of information technology in financial applications nowadays have led to
fast market‐driven events that prompt flash decision‐making and actions issued by …

Differential Evolution (DE) is an evolutionary computational method inspired by the
biological processes of evolution and mutation. DE has been applied in numerous scientific …

This chapter investigates how and to what extent, different types of endogenous and
exogenous variables influence the performance of Greek Universal Banks (UBs) and the …

In financial and option pricing setting, one-factor model denotes the notion that there exists
one Wiener process in the definition of the short-rate process indicating one source of …