Genetic Control Applied to Asset Managements

Authors:
James Cunha Werner;Terence C. Fogarty
Affiliations:
-;-
Venue:
EuroGP '02 Proceedings of the 5th European Conference on Genetic Programming
Year:
2002

Citing 6
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Abstract

This paper addresses the problem of investment optimization using genetic control. Time series for stock values are obtained from data available on the www and asset prices are predicted using adaptive algorithms. A portfolio is optimized with the genetic algorithm based on a recursive model of portfolio composition obtained on-the-fly using genetic programming. These two steps are integrated into an automatic system - the final result is a real-time system for updating portfolio composition for each asset.