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2002 | OriginalPaper | Chapter

Genetic Algorithms In Economics and Finance: Forecasting Stock Market Prices And Foreign Exchange — A Review

Authors : Adrian E. Drake, Robert E. Marks

Published in: Genetic Algorithms and Genetic Programming in Computational Finance

Publisher: Springer US

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After a brief overview of the history of the development and application of genetic algorithms and related simulation techniques, this chapter describes alternative implementations of the genetic algorithm, their strengths and weaknesses. Then follows an overview of published applications in finance, with particular focus on the papers of Bauer, Pereira, and Colin in foreign exchange trading. Many other rumored applications remain unpublished.

Metadata
Title
Genetic Algorithms In Economics and Finance: Forecasting Stock Market Prices And Foreign Exchange — A Review
Authors
Adrian E. Drake
Robert E. Marks
Copyright Year
2002
Publisher
Springer US
DOI
https://doi.org/10.1007/978-1-4615-0835-9_2

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