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",
  volume =       "42",
  number =       "21",
  pages =        "7684--7697",
  year =         "2015",
  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.",
  keywords =     "genetic algorithms, genetic programming, Evolutionary
                 computation, Finance, Portfolio optimization, Survey",
}

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

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