A hybrid approach to investment decisions through genetic algorithm optimization & monte carlo simulation

Athanasios Rentizelas, Georgios Tziralis, Konstantinos Kirytopoulos, I. P. Tatsiopoulos

Research output: Contribution to conferencePaper

Abstract

This presentation examines a hybrid approach to investment decisions through genetic algorithm optimization & monte carlo simulation
LanguageEnglish
Pages397-406
Number of pages10
Publication statusPublished - 24 Feb 2006
Event14th International Working Seminar on Production Economics – IGLS 2006 - Innsbruck, Austria
Duration: 20 Feb 200624 Feb 2006

Conference

Conference14th International Working Seminar on Production Economics – IGLS 2006
CountryAustria
CityInnsbruck
Period20/02/0624/02/06

Fingerprint

Genetic algorithms
Monte Carlo simulation

Keywords

  • genetic algorithm optimization
  • monte carlo simulation
  • hybrid approach
  • investment decisions

Cite this

Rentizelas, A., Tziralis, G., Kirytopoulos, K., & Tatsiopoulos, I. P. (2006). A hybrid approach to investment decisions through genetic algorithm optimization & monte carlo simulation. 397-406. Paper presented at 14th International Working Seminar on Production Economics – IGLS 2006, Innsbruck, Austria.
Rentizelas, Athanasios ; Tziralis, Georgios ; Kirytopoulos, Konstantinos ; Tatsiopoulos, I. P. / A hybrid approach to investment decisions through genetic algorithm optimization & monte carlo simulation. Paper presented at 14th International Working Seminar on Production Economics – IGLS 2006, Innsbruck, Austria.10 p.
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Rentizelas, A, Tziralis, G, Kirytopoulos, K & Tatsiopoulos, IP 2006, 'A hybrid approach to investment decisions through genetic algorithm optimization & monte carlo simulation' Paper presented at 14th International Working Seminar on Production Economics – IGLS 2006, Innsbruck, Austria, 20/02/06 - 24/02/06, pp. 397-406.

A hybrid approach to investment decisions through genetic algorithm optimization & monte carlo simulation. / Rentizelas, Athanasios; Tziralis, Georgios; Kirytopoulos, Konstantinos; Tatsiopoulos, I. P.

2006. 397-406 Paper presented at 14th International Working Seminar on Production Economics – IGLS 2006, Innsbruck, Austria.

Research output: Contribution to conferencePaper

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AU - Kirytopoulos, Konstantinos

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PY - 2006/2/24

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AB - This presentation examines a hybrid approach to investment decisions through genetic algorithm optimization & monte carlo simulation

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Rentizelas A, Tziralis G, Kirytopoulos K, Tatsiopoulos IP. A hybrid approach to investment decisions through genetic algorithm optimization & monte carlo simulation. 2006. Paper presented at 14th International Working Seminar on Production Economics – IGLS 2006, Innsbruck, Austria.