An evolutionary computing approach to minimize dynamic hedging error
Nahavandi, Saeid and Khoshnevisan, Mohammad 2003, An evolutionary computing approach to minimize dynamic hedging error, in Papers : BISC FLINT-CIBI International Joint Workshop on Soft Computing for Internet and Bioinformatics, University of California, Department of Electrical Engineering and Computer Sciences, Berkeley, Calif..
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Title
An evolutionary computing approach to minimize dynamic hedging error
Papers : BISC FLINT-CIBI International Joint Workshop on Soft Computing for Internet and Bioinformatics
Editor(s)
Masoud Nikravesh
Publication date
2003
Publisher
University of California, Department of Electrical Engineering and Computer Sciences
Place of publication
Berkeley, Calif.
Summary
The objective of our present paper is to derive a computationally efficient genetic pattern learning algorithm to evolutionarily derive the optimal rebalancing weights (i.e. dynamic hedge ratios) to engineer a structured financial product out of a multiasset, best-of option. The stochastic target function is formulated as an expected squared cost of hedging (tracking) error which is assumed to be partly dependent on the governing Markovian process underlying the individual asset returns and partly on randomness i.e. pure white noise. A simple haploid genetic algorithm is advanced as an alternative numerical scheme, which is deemed to be computationally more efficient than numerically deriving an explicit solution to the formulated optimization model. An extension to our proposed scheme is suggested by means of adapting the Genetic Algorithm parameters based on fuzzy logic controllers.
Language
eng
Field of Research
080399 Computer Software not elsewhere classified
Socio Economic Objective
970108 Expanding Knowledge in the Information and Computing Sciences
HERDC Research category
E2 Full written paper - non-refereed / Abstract reviewed