new PortfolioProblemDescription(
new PortfolioPerformanceData[] { portPerfData }, ACCEPTABLE_RISK,
new boolean[] { false }, MIN_PORTFOLIO_SIZE, MAX_PORTFOLIO_SIZE);
GeneticAlgorithmPortfolioSelector gaps =
new GeneticAlgorithmPortfolioSelector();
gaps.setAbortCriterion(new GenerationCountAbort(NUM_GENERATIONS));
gaps.setFitness(new ASRFitness());
gaps.setNumIndividuals(NUM_INDIVIDUALS);
gaps.setMutationRate(0.001);
gaps.setIndividualFactory(new ListIndividualFactory());