Pereira, Robert (2000): Genetic Algorithm Optimisation for Finance and Investments.
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This paper provides an introduction to the use of genetic algorithms for financial optimisation. The aim is to give the reader a basic understanding of the computational aspects of these algorithms and how they can be applied to decision making in finance and investment. Genetic algorithms are especially suitable for complex problems characterised by large solution spaces, multiple optima, nondifferentiability of the objective function, and other irregular features. The mechanics of constructing and using a genetic algorithm for optimisation are illustrated through a simple example.
|Item Type:||MPRA Paper|
|Original Title:||Genetic Algorithm Optimisation for Finance and Investments|
|Subjects:||C - Mathematical and Quantitative Methods > C4 - Econometric and Statistical Methods: Special Topics > C45 - Neural Networks and Related Topics
G - Financial Economics > G0 - General
|Depositing User:||Rob Pereira|
|Date Deposited:||10. Jun 2008 06:39|
|Last Modified:||11. Feb 2013 10:07|
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