Package org.jamesii.asf.portfolios.ga

Examples of org.jamesii.asf.portfolios.ga.ListIndividualFactory

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    PortfolioPerformanceData perfData = generator.generateTestMatrix();
    PortfolioProblemDescription pdd =
        new PortfolioProblemDescription(perfData, acceptableRisk, false,
            MIN_SIZE, MAX_SIZE);
    gaps.setIndividualFactory(new ListIndividualFactory());
    double[] portfolio = gaps.portfolio(pdd);
    double[] stochasticPortfolio = null;

    if (COMPARE_STOCHASTIC) {
      StochSearchPortfolioSelector ssps =
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          new GeneticAlgorithmPortfolioSelector();
      gaps.setAbortCriterion(new GenerationCountAbort(NUM_GENERATIONS));
      gaps.setFitness(new ASRFitness());
      gaps.setNumIndividuals(NUM_INDIVIDUALS);
      gaps.setMutationRate(0.001);
      gaps.setIndividualFactory(new ListIndividualFactory());

      double[] gaPortfolio = gaps.portfolio(pdd);
      double[] completePortfolio = new double[gaPortfolio.length];
      for (int i = 0; i < completePortfolio.length; i++) {
        completePortfolio[i] = 1.0 / completePortfolio.length;
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Related Classes of org.jamesii.asf.portfolios.ga.ListIndividualFactory

  • org.jamesii.asf.portfolios.ga.TestGeneticAlgorithmPortfolioSelectorWithPolicies
  • org.jamesii.perfdb.tools.TestPortfolioConstructionWithData
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