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2002 | OriginalPaper | Buchkapitel

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

verfasst von : Adrian E. Drake, Robert E. Marks

Erschienen in: Genetic Algorithms and Genetic Programming in Computational Finance

Verlag: 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 Many other rumored applications remain unpublished.

Metadaten
Titel
Genetic Algorithms In Economics and Finance: Forecasting Stock Market Prices And Foreign Exchange — A Review
verfasst von
Adrian E. Drake
Robert E. Marks
Copyright-Jahr
2002
Verlag
Springer US
DOI
https://doi.org/10.1007/978-1-4615-0835-9_2

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