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Santiago


Last seen: ongeveer 2 jaar ago |  Active since 2021

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why doesn't the gamultiobj function give me the output of the algorithm?
Hi, I did this optimization by means of the gamultiobj function, but, the output argument, does not give me any information of t...

ongeveer 2 jaar ago | 1 answer | 0

1

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Function, How to write this formula in Matlab
I have been trying to write this formula in matlab, but I have not had many results. The formula is as follows: in addition, ...

bijna 3 jaar ago | 1 answer | 0

1

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Question


GA Multiobjective, Consider reducing the number of outputs
I'm trying to make maximize the portfolio return and the sharpe ratio at the same time using a genetic algorithm. So, I'm usin...

bijna 3 jaar ago | 1 answer | 0

1

answer

Question


GA, How to modify the requied return to requied risk in a Genetic Algorithm
As you may see, this code have a requied return as a constraint, but I'm triying to modify it, to give a requied risk instead of...

bijna 3 jaar ago | 1 answer | 0

1

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Question


GA, Could not find a feasible initial point
I'm triying to make a portfolio optimization using genetic algorithm. This is the model that I made, with some constraints, but...

bijna 3 jaar ago | 1 answer | 0

1

answer