Genetic algorithms and applications to finance

DOI10.1080/13504869500000006MaRDI QIDQ4994400zbMATH OpenOpenAlexFDO

Authors

Publication date 18 June 2021

Published in Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/13504869500000006

zbMATH Keywords

evolutionary algorithmsevolutionary computingfinancegenetic algorithmsoptimization

Mathematics Subject Classification ID

Evolutionary algorithms, genetic algorithms (computational aspects) (68W50) Portfolio theory (91G10) Credit risk (91G40)

Recommendations

• Adopting genetic algorithms for technical analysis and portfolio management
• Stock timing using genetic algorithms
• scientific article; zbMATH DE number 590040
• A parallel genetic algorithm for optimization of trading strategies
• scientific article; zbMATH DE number 2087194

Cites work

• Fuzzy sets
• scientific article; zbMATH DE number 4104744 (Why is no real title available?)
• scientific article; zbMATH DE number 108393 (Why is no real title available?)
• scientific article; zbMATH DE number 1305080 (Why is no real title available?)
• scientific article; zbMATH DE number 762999 (Why is no real title available?)
• scientific article; zbMATH DE number 278830 (Why is no real title available?)
• scientific article; zbMATH DE number 3240118 (Why is no real title available?)
• scientific article; zbMATH DE number 4182869 (Why is no real title available?)
• Optimization by simulated annealing
• Taboo Search: An Approach to the Multiple Minima Problem

Cited in

(19)

• Optimization strategies in credit portfolio management
• Financial decision support with hybrid genetic and neural based modeling tools
• Functional search in economics using genetic programming
• Special issue on algorithms in computational finance
• Toward global optimization of case-based reasoning systems for financial forecasting
• Biologically inspired algorithms for financial modelling.
• scientific article; zbMATH DE number 1708148 (Why is no real title available?)
• A parallel genetic algorithm for optimization of trading strategies
• Adopting genetic algorithms for technical analysis and portfolio management
• Evolutionary computation for modelling and optimization in finance
• scientific article; zbMATH DE number 1962038 (Why is no real title available?)
• scientific article; zbMATH DE number 2069342 (Why is no real title available?)
• scientific article; zbMATH DE number 2161990 (Why is no real title available?)
• scientific article; zbMATH DE number 953068 (Why is no real title available?)
• scientific article; zbMATH DE number 2087194 (Why is no real title available?)
• scientific article; zbMATH DE number 2088287 (Why is no real title available?)
• Stock timing using genetic algorithms
• Genetic Algorithms and Applications for Stock Trading Optimization
• STATISTICAL ANALYSIS OF GENETIC ALGORITHMS IN DISCOVERING TECHNICAL TRADING STRATEGIES

This page was built for publication: Genetic algorithms and applications to finance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4994400)