Una introducción a la Computación Evolutiva y alguna de sus aplicaciones en Economía y Finanzas // An Introduction to Evolutionary Computation and some of its Applications in Economics and Finance

Autores/as

  • Luis Vicente Santana Quintero Departamento de Computación. CINVESTAV-IPN (Grupo de Computación Evolutiva)
  • Carlos A. Coello Coello Departamento de Computación. CINVESTAV-IPN (Grupo de Computación Evolutiva)

Palabras clave:

Algoritmos evolutivos, algoritmos genéticos, programación evolutiva, estrategias evolutivas, evolutionary algorithms, genetic algorithms, evolutionary programming, evolution strategies

Resumen

Este artículo pretende proporcionar un panorama general de la computación evolutiva, sus orígenes, sus paradigmas principales y algunas de sus aplicaciones en Economía y Finanzas. Se discuten, entre otras cosas, los descubrimientos científicos más importantes que originaron el denominado Neo-Darwinismo, que es la teoría en la que se basa la computación evolutiva. También se proporciona una breve cronología de acontecimientos clave que desembocaron en los tres paradigmas en uso más común dentro de la computación evolutiva moderna: los Algoritmos Genéticos, la Programación Evolutiva y las Estrategias Evolutivas. En la segunda parte del artículo se proporcionan algunas aplicaciones representativas del uso de algoritmos evolutivos en Economía y Finanzas, así como algunas de las tendencias de investigación en el Área.

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This paper attempts to provide a general view of evolutionary computation, its origins, its main paradigms, and some of its applications in Economics and Finance. Among other topics, we discuss the most important scientific discoveries that originated the so called Neo-Darwinism, which is the theory on which evolutionary computation is based. We also provide a brief chronology of the key facts that culminated in the three paradigms in most common use within evolutionary computation today: genetic algorithms, evolutionary programming and evolution strategies. In the second part of the paper, we provide some applications that are representative of the use of evolutionary algorithms in Economics and Finance, as well as some of the research trends within this area.

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Citas

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Publicado

2016-11-04

Cómo citar

Santana Quintero, L. V., & Coello Coello, C. A. (2016). Una introducción a la Computación Evolutiva y alguna de sus aplicaciones en Economía y Finanzas // An Introduction to Evolutionary Computation and some of its Applications in Economics and Finance. Revista De Métodos Cuantitativos Para La Economía Y La Empresa, 2, Páginas 3 a 26. Recuperado a partir de https://www.upo.es/revistas/index.php/RevMetCuant/article/view/2057

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