CASH GENERATION FROM PORTFOLIO DISPOSITION USING GENETIC ALGORITHMS

摘要

A plan for disposing of assets in a given asset portfolio is determined using a genetic algorithm, which operates to satisfy certain objectives, including the generation of a cash amount. A genome population including a number of vectors is generated. The genome population is modified using a genetic algorithm, until at least one vector represents a change in the percentage of each asset such that the disposition of each asset in accordance with the vector most nearly satisfies one or more objectives. Figure 3 illustrates the software architecture of a system in accordance with one embodiment of the present invention.