| Article ID: | iaor200947172 |
| Country: | Netherlands |
| Volume: | 43 |
| Issue: | 2 |
| Start Page Number: | 415 |
| End Page Number: | 427 |
| Publication Date: | Mar 2009 |
| Journal: | Journal of Global Optimization |
| Authors: | Ivorra Benjamin, Mohammadi Bijan, Ramos Angel Manuel |
| Keywords: | heuristics: genetic algorithms |
This paper focuses on the application of an original global optimization algorithm, based on the hybridization between a genetic algorithm and a semi–deterministic algorithm, for the resolution of various constrained optimization problems for realistic credit portfolios. Results are analyzed from a financial point of view in order to confirm their relevance.