GA Introduction

July 9, 2019

The Financial and Risk business

of Thomson Reuters
is now Refinitiv
Contents
• Theory
• GA in action with python
• GA in action with R
•

In computer science and operations research, a genetic

algorithm (GA) is a metaheuristic inspired by the

process of natural selection that belongs to the larger

class of evolutionary algorithms (EA).

wikipedia
GA Theory
Version 3
GA Theory
• https://en.wikipedia.org/wiki/Genetic_algorithm
• https://www.mathworks.com/help/gads/what-is-the-genetic-
algorithm.html
• https://www.geeksforgeeks.org/genetic-algorithms/
GA theory
GA theory
GA theory
More info : Google
GA in Action
Divider slide
Version 7
GA in Action with Python
• https://towardsdatascience.com/genetic-algorithm-implementation-
in-python-5ab67bb124a6
• https://github.com/ahmedfgad/GeneticAlgorithmPython/blob/maste
r/GA.py
• https://qiita.com/ryokbys/items/520d6cdf8d37a50018d2
• https://www.geeksforgeeks.org/genetic-algorithms/
GA in Action with R
• https://medium.com/the-trading-scientist/portfolio-optimization-in-
r-using-a-genetic-algorithm-8726ec985b6f
Thank you