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Genetic algorithms and applications to finance

Author

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  • J. Kingdon
  • K. Feldman

Abstract

Genetic algorithms are a class of probabilistic optimization techniques that have proved useful in a wide variety of problem domains. This paper offers an introduction and overview to genetic algorithms and examines some of the finance-related applications to which the technique has been applied.

Suggested Citation

  • J. Kingdon & K. Feldman, 1995. "Genetic algorithms and applications to finance," Applied Mathematical Finance, Taylor & Francis Journals, vol. 2(2), pages 89-116.
    • Handle: RePEc:taf:apmtfi:v:2:y:1995:i:2:p:89-116
    DOI: 10.1080/13504869500000006
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    Citations

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    Cited by:

    1. Cummins, J. David & Lalonde, David & Phillips, Richard D., 2004. "The basis risk of catastrophic-loss index securities," Journal of Financial Economics, Elsevier, vol. 71(1), pages 77-111, January.
    2. Varetto, Franco, 1998. "Genetic algorithms applications in the analysis of insolvency risk," Journal of Banking & Finance, Elsevier, vol. 22(10-11), pages 1421-1439, October.

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