Problems addressed by MSTAR::UC3M

Multiobjective Optimization in Economy

One of the areas within the Economics field where optimization problems are more prevalent is finance. Among the applications we could mention risk management, option pricing, assetliability management or portfolio management, to name a few.



The term structure of interest rates is a key element in decision processes related to financial markets. However, it is not directly observable and needs to be measured by smoothing data obtained from asset prices through statistical techniques. The problem can be reframed as a complex constrained continuous optimization problem that will be tackled using evolutionary computation.

Brain-Computer Interfaces (BCI)

Brain Computer Interfaces (BCI) allow disabled persons to control devices with their thoughts. One of the most important aspects in BCI research is the application of Machine Learning techniques for classifying EEG data. Achieving good classification rates involves an adequate preprocessing of EEG raw data. In this project, we plan to address the EEG classification problem and the related issue of optimizing EEG filters by means of multiobjective evolutionary computation methods.