Genetic algorithms and Darwinian approaches in financial applications: A survey
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.
genetic algorithms finance survey evolutionary computation portfolio optimization