Genetic algorithms and Darwinian approaches in financial applications: A survey

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@Article{AguilarRivera:2015:ESA,

• author = "Ruben Aguilar-Rivera and Manuel Valenzuela-Rendon and J. J. Rodriguez-Ortiz",
• title = "Genetic algorithms and {Darwinian} approaches in financial applications: A survey",
• journal = "Expert Systems with Applications",
• year = "2015",
• volume = "42",
• number = "21",
• pages = "7684--7697",
• month = "30 " # nov,
• keywords = "genetic algorithms, genetic programming, Evolutionary computation, Finance, Portfolio optimization, Survey",
• ISSN = "0957-4174",
• DOI = "doi:10.1016/j.eswa.2015.06.001",
• URL = "http://www.sciencedirect.com/science/article/pii/S0957417415003954",
• abstract = "This article presents a review of the application of evolutionary computation methods to solving financial problems. Genetic algorithms, genetic programming, multi-objective evolutionary algorithms, learning classifier systems, co-evolutionary approaches, and estimation of distribution algorithms are the techniques considered. The novelty of our approach comes in three different manners: it covers time lapses not included in other review articles, it covers problems not considered by others, and the scope covered by past and new references is compared and analysed. The results concluded the interest about methods and problems has changed through time. Although, genetic algorithms have remained the most popular approach in the literature. There are combinations of problems and solutions methods which are yet to be investigated.",

}

Genetic Programming entries for Ruben Aguilar-Rivera Manuel Valenzuela-Rendon J J Rodriguez-Ortiz

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