MathWorks Webinar: Using Genetic Algorithms in Financial Applications

Version 1.0.0.1 (2,6 Mo) par Oren Rosen

Presentation and M-Files for MathWorks Webinar

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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.

Citation pour cette source

Oren Rosen (2025). MathWorks Webinar: Using Genetic Algorithms in Financial Applications (https://fr.mathworks.com/matlabcentral/fileexchange/18126-mathworks-webinar-using-genetic-algorithms-in-financial-applications), MATLAB Central File Exchange. Extrait(e) le octobre 26, 2025.

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Créé avec R2007b

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UsingGeneticAlgorithmsInFinancialApplications/EvolutionAlgorithms/

UsingGeneticAlgorithmsInFinancialApplications/FindTarget/

UsingGeneticAlgorithmsInFinancialApplications/PortfolioDemo/

UsingGeneticAlgorithmsInFinancialApplications/WhatAreGeneticAlgorithms/

Version	Publié le	Notes de version
1.0.0.1	1 sept. 2016	Updated license	Télécharger
1.0.0.0	28 déc. 2007	Problem with original upload. Corrected function names in crossoverNcK.m, mutationNcK.m	Télécharger