Genetic algorithms and Darwinian approaches in financial applications: A survey

作者：

Highlights：

• A survey of evolutionary computation applied to finance.

• GAs, GP, LCS, MOEAS, EDAS and co-evolution approaches are covered.

• This new version makes a revision of similar surveys to refine the scope.

• An analysis of past and new references allowed determines changes of interest in the field.

• The unexplored combinations of problems and solution methods are indicated and discussed.

摘要

•A survey of evolutionary computation applied to finance.•GAs, GP, LCS, MOEAS, EDAS and co-evolution approaches are covered.•This new version makes a revision of similar surveys to refine the scope.•An analysis of past and new references allowed determines changes of interest in the field.•The unexplored combinations of problems and solution methods are indicated and discussed.

论文关键词：Genetic algorithms,Evolutionary computation,Finance,Portfolio optimization,Survey

论文评审过程：Available online 11 June 2015, Version of Record 24 June 2015.

论文官网地址：https://doi.org/10.1016/j.eswa.2015.06.001