The genetic programming (GP) paradigm is a new approach to inductively forming programs that describe a particular problem. The use of natural selection based on a fitness ]unction...
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Starting from some simple observations on a popular selection method in Evolutionary Algorithms (EAs)--tournament selection--we highlight a previously-unknown source of inefficien...