MathWorks Webinar: Using Genetic Algorithms in Financial Applications 1.0

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This zip file contains the Presentation (PDF) and M-files that were demonstrated in the MathWorks Webinar: Using Genetic Algorithms in Financial Applications delivered on Dec 11 2007.The purpose of the webinar was to highlight how Genetic Algorithms may be used to supplement portfolio optimization problems. The Genetic Algorithm contains custom evolution algorithms that were built specifically for this webinar. They allow the user to explore subsets of fixed size from a larger universe of stocks to search for a minimum variance portfolio with a given return. This is related to what is known as portfolio "cardinality constraints" or "mean variance spanning". This will also be useful for anyone interested in solving mixed integer proglems in MATLAB.Please see the included ReadMe.doc for a description of the contents.

Requirements: No special requirements

Platforms: Matlab

Keyword: Constraintsquot, Contents, Description, Fixed, Included, Larger, Matlabplease, Minimum, Quotcardinality, Quotmean, Readmedoc, Related, Return, Search, Spanningquot, Stocks, Universe, Variance

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