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Evolúciós alkalmazások előrejelzési modellekben II
[Evolutionary applications in forecasting models, Part II]

Author

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  • Benedek, Gábor

Abstract

A tanulmány első részében az evolúciós elméletek általános tulajdonságait tárgyaltuk. A történeti és elméleti ismertetés mellett bemutattunk néhány közgazdasági alkalmazási lehetőséget is. Most egy részletes előrejelzési és közgazdasági döntési probléma segítségével mutatunk példát az evolúciós eljárások alkalmazására. A első részben a genetikus algoritmussal és a neurális hálózatokkal foglalkoztunk, ezért ezeket az algoritmusokat hívjuk segítségül abban a feladatban, amely a részvényárfolyamok előrejelzésével és az ehhez kapcsolódó optimális portfólió-, illetve opcióvásárlási stratégia kialakításával foglalkozik.

Suggested Citation

  • Benedek, Gábor, 2001. "Evolúciós alkalmazások előrejelzési modellekben II [Evolutionary applications in forecasting models, Part II]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 18-30.
    • Handle: RePEc:ksa:szemle:364
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    References listed on IDEAS

    as
    1. Benedek, Gábor, 1999. "Opcióárazás numerikus módszerekkel [Option pricing by numerical methods]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 905-929.
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    Cited by:

    1. Zhou, Zicong & Lai, Pik-Yin, 2005. "On the asymmetric elasticity of twisted dsDNA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(1), pages 70-83.

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    More about this item

    JEL classification:

    • B25 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Historical; Institutional; Evolutionary; Austrian; Stockholm School
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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