October 18th, 2013, 08:57 AM
Genetic Algorithm with Palisade's Evolver
I'm new here. Hope this is in the correct section..
Im trying to use Palisde's Evolver to create a GA that will allow certain stocks to be selected based on certain criteria... my GA is applied to finance.
I'm NEW to GAs as well, so if my terminology is not correct, I apologise sincerely.
What I mean is:
For each chromosome (0000), a 1 would mean it meets the criteria of the four (where it would purchase a stock if the stock is undervalued) and 0 would mean it would not. Its fitness will tell us whether to purchase the stock or not, correct?
The objective function is to maximise the Sharpe ratio.
Click Here to Expand Forum to Full Width
This is a CodeGuru survey question.