Publication detail

Use of Genetic Algorithms in Economic Decision Making Processes

NOVOTNÁ, V. LUHAN, J. BUDÍK, J.

Original Title

Use of Genetic Algorithms in Economic Decision Making Processes

Type

journal article - other

Language

English

Original Abstract

The article deals with the use of genetic algorithms in economic decision-making processes and focuses on the system of designing an investment portfolio. The application part shows a case study in which an investment portfolio is designed focusing on intraday speculations on the world currency market. The solution to the case study used the MatLab system enhanced by financial toolboxes. The conclusion summarizes the methods used for the realization of the case study in general.

Keywords

Genetic algorithms, decision-making system, decision-making process, information system, MatLab, investment portfolio

Authors

NOVOTNÁ, V.; LUHAN, J.; BUDÍK, J.

RIV year

2011

Released

13. 5. 2011

Publisher

Česká společnost pro systémovou integraci

Location

Praha

ISBN

1210-9479

Periodical

Systémová integrace

Year of study

2011

Number

1

State

Czech Republic

Pages from

57

Pages to

63

Pages count

7

URL

http://www.cssi.cz/cssi/use-genetic-algorithms-economic-decision-making-processes

Full text in the Digital Library

http://hdl.handle.net/11012/84210

BibTex

@article{BUT49882,
  author="Veronika {Novotná} and Jan {Luhan} and Jan {Budík}",
  title="Use of Genetic Algorithms in Economic Decision Making Processes",
  journal="Systémová integrace",
  year="2011",
  volume="2011",
  number="1",
  pages="57--63",
  issn="1210-9479",
  url="http://www.cssi.cz/cssi/use-genetic-algorithms-economic-decision-making-processes"
}