Cash balance management: A comparison between genetic algorithms and particle swarm optimization=Gerenciamento do saldo de caixa: uma comparação entre algoritmos genéticos e particle swarm optimization
This work aimed to apply genetic algorithms (GA) and particle swarm optimization (PSO) in cash balance management using Miller-Orr model, which consists in a stochastic model that does not define a single ideal point for cash balance, but an oscillation range between a lower bound, an ideal balance...
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| Format: | Article |
| Language: | English |
| Published: |
Universidade Estadual de Maringá
2012-10-01
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| Series: | Acta Scientiarum: Technology |
| Subjects: | |
| Online Access: | http://www.periodicos.uem.br/ojs/index.php/ActaSciTechnol/article/download/12194/pdf |