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Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms

version 1.1.0.1 (2.05 MB) by

Files used in the webinar of the same name

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Files used in the Webinar "Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms"
The zip file contains the data and files used to develop an application to track a market index using Genetic algorithm. The initial algorithm is then wrapped up in MATLAB OOP to create an applcation, which can then be tested against the data. Also included aresimple demo files of both genetic algorithms and MATLAB OOP.

Comments and Ratings (3)

omer ozeren

Hi, i am getting hard time to understand what 's' data that you get from yahoo is. is it volatility such ass=std(returns)?

thank you

mingting

??? Error using ==> gaoptimset
Unrecognized parameter name 'UseParallel'.

Error in ==> gaStockSelect at 40
options = gaoptimset(options,'UseParallel' ,'always');

Error in ==> GA_TrackerDemo at 31
[W,X] = gaStockSelect(cv,wts,10,70,true);

??? Error: File: Index_DataBase.m Line: 8 Column: 5
Illegal use of reserved keyword "end".

Error in ==> Index_Tracker_short at 31
conn = Index_DataBase(Companies,Dates,Wts,Stocks);

eric lin

It is a excellent work.Maybe there are some massege:
GA_TrackerDemo
??? Error using ==> gaoptimset at 271
Unrecognized parameter name 'UseParallel'.

Error in ==> gaStockSelect at 40
options = gaoptimset(options,'UseParallel' ,'always');

Error in ==> GA_TrackerDemo at 30
[W,X] = gaStockSelect(cv,wts,10,70,true);

Updates

1.1.0.1

Updated license

1.1

Typo corrected in TargetFcn. The file contained an erroneous factor of 2. Thanks to Jonathan Kruger for pointing this out.

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MATLAB 7.6 (R2008a)

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