Detail publikačního výsledku

Use of Genetic Algorithms in Economic Decision Making Processes

NOVOTNÁ, V.; LUHAN, J.; BUDÍK, J.

Originální název

Use of Genetic Algorithms in Economic Decision Making Processes

Anglický název

Use of Genetic Algorithms in Economic Decision Making Processes

Druh

Článek recenzovaný mimo WoS a Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

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

Klíčová slova v angličtině

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

Autoři

NOVOTNÁ, V.; LUHAN, J.; BUDÍK, J.

Rok RIV

2012

Vydáno

13.05.2011

Nakladatel

Česká společnost pro systémovou integraci

Místo

Praha

ISSN

1210-9479

Periodikum

Systémová integrace

Svazek

2011

Číslo

1

Stát

Česká republika

Strany od

57

Strany do

63

Strany počet

7

URL

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

Plný text v Digitální knihovně

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"
}

Dokumenty

si_2011_01_04_Budik_Luhan_Novotna