SIG-FIN-001-04

2022-05-26 (木) 11:01:58 | Topic path: Top/SIG-FIN-001-04

Memetic Algorithmsを用いたポートフォリオ最適化 Aranha Claus(アランニャ　クラウス) 伊庭　斉志

In this work we show the use of Memetic Algorithms, combined with a novel GA representation, for optimizing weights in Financial Portfolios. The use of Local optimization is show to greatly improve the obtained results, when compared with pure GA.