Blar i NHH Brage på emneord "genetic programming"

Viser treff 1-3 av 3

    • Hedging without sweat : a genetic programming approach 

      Lensberg, Terje; Schenk-Hoppé, Klaus Reiner (Working paper;2013:5, Working paper, 2013)
      Hedging in the presence of transaction costs leads to complex op- timization problems. These problems typically lack closed-form so- lutions, and their implementation relies on numerical methods that provide hedging ...

    • Hedging without sweat: a genetic programming approach 

      Lensberg, Terje; Schenk-Hoppé, Klaus Reiner (Journal article; Peer reviewed, 2013-06-26)
      Hedging in the presence of transaction costs leads to complex optimization problems. These problems typically lack closed-form solutions, and their implementation relies on numerical methods that provide hedging strategies ...

    • On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach 

      Lensberg, Terje; Schenk-Hoppé, Klaus Reiner (Discussion paper, Working paper, 2006-12)
      This paper complements theoretical studies on the Kelly rule in evolutionary finance by studying a Darwinian model of selection and reproduction in which the diversity of investment strategies is maintained through genetic ...