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
Original 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

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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.