MathWorks Webinar: Using Genetic Algorithms in Financial Applications
Actualizado 1 Sep 2016
This zip file contains the Presentation (PDF) and M-files that were demonstrated in the MathWorks Webinar: Using Genetic Algorithms in Financial Applications delivered on Dec 11 2007.
The purpose of the webinar was to highlight how Genetic Algorithms may be used to supplement portfolio optimization problems. The Genetic Algorithm contains custom evolution algorithms that were built specifically for this webinar. They allow the user to explore subsets of fixed size from a larger universe of stocks to search for a minimum variance portfolio with a given return. This is related to what is known as portfolio "cardinality constraints" or "mean variance spanning". This will also be useful for anyone interested in solving mixed integer proglems in MATLAB.
Please see the included ReadMe.doc for a description of the contents.
Oren Rosen (2023). MathWorks Webinar: Using Genetic Algorithms in Financial Applications (https://www.mathworks.com/matlabcentral/fileexchange/18126-mathworks-webinar-using-genetic-algorithms-in-financial-applications), MATLAB Central File Exchange. Recuperado .
Compatibilidad con la versión de MATLAB
Compatibilidad con las plataformasWindows macOS Linux
- Computational Finance > Financial Toolbox >
- Mathematics and Optimization > Global Optimization Toolbox > Genetic Algorithm >
- Computational Finance > Financial Toolbox > Portfolio Optimization and Asset Allocation >
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!
Descubra Live Editor
Cree scripts con código, salida y texto formateado en un documento ejecutable.