EVOLUTIONARY ALGORITHMIC APPROACHES IN FINANCE:  APPLICATIONS OF GENETIC ALGORITHMS

Hakan ER; Koray ÇETİN; Emre İpekçi ÇETİN

Makale detayları

EVOLUTIONARY ALGORITHMIC APPROACHES IN FINANCE: APPLICATIONS OF GENETIC ALGORITHMS

Yazarlar:

Hakan ER | Koray ÇETİN | Emre İpekçi ÇETİN

Yayıncı:

Akdeniz University

Dergi:

Akdeniz İİBF journal 2005 Vol.3 Issue 10, pp.73-94

Belge Tipi:

Makale

Yayın Tarihi:

10/2005

Belge Dili:

İngilizce

Document ID (Org No.):

2000880674

Sıklık:

İki Yıllık

eISSN:

2667-7229

pISSN:

1302-9975

Özet:

 

The objective of this study is to review genetic algorithms, which arc  evolution and natural genetic process based stochastic search and  optimization techniques, and their financial applications. Tirsr, the concepts  of evolutionar ' algorithms and genetic algortihms arc explained. Then,  literature on the applications of genetic algorithms on finance is reviewed.  Financial applications of genetic algoritms arc analyzed under t\\'o main  headings: applications of generic algorithms in the field of corporarc finance  and applications on financial market systems and financial economics.  Although, there is an enormous literature on financial applications of genetic  algorithms, applications on Turkish markets are c^uitc limited. With the  review of the financial application of this algoithm it is intcnted to provide  directions for Turkish researchers in this field.

Makale detayları

EVOLUTIONARY ALGORITHMIC APPROACHES IN FINANCE: APPLICATIONS OF GENETIC ALGORITHMS

Yazarlar: Hakan ER | Koray ÇETİN | Emre İpekçi ÇETİN

Yayıncı: Akdeniz University

Dergi: Akdeniz İİBF journal 2005 Vol.3 Issue 10, pp.73-94

Belge Tipi: Makale

Yayın Tarihi: 10/2005

Belge Dili: İngilizce

Document ID (Org No.): 2000880674

Sıklık: İki Yıllık

eISSN: 2667-7229

pISSN: 1302-9975

Sayı

Yazarlar:

Hakan ER | Koray ÇETİN | Emre İpekçi ÇETİN

Yayıncı:

Akdeniz University

Dergi:

Akdeniz İİBF journal 2005 Vol.3 Issue 10, pp.73-94

Belge Tipi:

Makale

Yayın Tarihi:

10/2005

Belge Dili:

İngilizce

Document ID (Org No.):

2000880674

Sıklık:

İki Yıllık

eISSN:

2667-7229

pISSN:

1302-9975