This paper provides an introduction to the use of genetic algo- rithms for financial optimisation. The aim is to give the reader a basic understanding of the computational aspects of these algorithms and how they can be applied to decision making in finance and investment. Genetic algorithms are...

We estimate a SVAR for the Australian economy based on an open economy New Keynesian model. Deep structural parameters are identified by placing exclusion restrictions on the VAR residuals and the covariance matrix. Parameter estimates suggest that the New Keynesian specification fits Australian...

This paper evaluates the performance of several popular technical trading rules applied to the Australian share market. The optimal trading rule parameter values over the in-sample period of 4/1/82 to 31/12/89 are found using a genetic algorithm. These optimal rules are then evaluated in terms...