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MathWorks Webinar: Using Genetic Algorithms in Financial Applications

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26 Dec 2007 (Updated )

Presentation and M-Files for MathWorks Webinar

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This zip file contains the Presentation (PDF) and M-files that were demonstrated in the MathWorks Webinar: Using Genetic Algorithms in Financial Applications delivered on Dec 11 2007.

The purpose of the webinar was to highlight how Genetic Algorithms may be used to supplement portfolio optimization problems. The Genetic Algorithm contains custom evolution algorithms that were built specifically for this webinar. They allow the user to explore subsets of fixed size from a larger universe of stocks to search for a minimum variance portfolio with a given return. This is related to what is known as portfolio "cardinality constraints" or "mean variance spanning". This will also be useful for anyone interested in solving mixed integer proglems in MATLAB.

Please see the included ReadMe.doc for a description of the contents.

Required Products Financial Toolbox
Global Optimization Toolbox
Optimization Toolbox
Spreadsheet Link EX
Statistics Toolbox
MATLAB release MATLAB 7.5 (R2007b)
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Comments and Ratings (7)
24 Aug 2014 Vincentius

I can't find the link to the videos for this webinar by Oren Rosen. However i found a link on a simliar webinar by Vincent Leclercq, but it's in French.

Utilisation des algorithmes génétiques pour les applications financières

http://www.mathworks.com/videos/using-genetic-algorithms-in-financial-applications-82055.html

24 Aug 2014 Vincentius

Utilisation des algorithmes génétiques pour les applications financières

http://www.mathworks.com/videos/using-genetic-algorithms-in-financial-applications-82055.html

14 Mar 2014 J

Is the video link to this webinar still live?

11 Jan 2010 Pasla

thanks !

11 Oct 2009 Rohit Sharma

Tutorial is very good to start GA....but I am getting "#NONEXIST!" in all the cells of excel spreadsheet when running any function/clicking button like Historical Statistics... Can anyone help me?

02 Jan 2008 Oren Rosen

In the first section of this webinar where we explore Rastrigin's function we use a function called "allcomb" to generate a grid for the x-y domain. This is actually a MATLAB Central File Exchange function submitted by user "Jos". You can obtain a copy by searching for "allcomb" or by it's file id: 10064.

Thanks Jos!

28 Dec 2007 Olivier B.

unfortunately the link is not valid...

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