12. Genetic Algorithms and Portfolio Models in MATLAB

Chapters in this book

1. Frontmatter i
2. Contents vii
3. Preface ix
4. Introduction 1
5. PART I. Once Over Lightly . . .
6. 1. Growth Model in Excel 9
7. 2. Neural Nets in Excel 25
8. 3. Partial Equilibrium in Mathematica 37
9. 4. Transportation in GAMS 55
10. 5. Databases in Access 67
11. 6. Thrift in GAMS (with Genevieve Solomon) 91
12. 7. Portfolio Model in MATLAB 119
13. PART II. Once More . . .
14. 8. General Equilibrium Models in GAMS 149
15. 9. Cournot Duopoly in Mathematica 173
16. 10. Stackelberg Duopoly in Mathematica 189
17. 11. Genetic Algorithms and Evolutionary Games in MATLAB 201
18. 12. Genetic Algorithms and Portfolio Models in MATLAB 223
19. 13. Macroeconomics in GAMS 247
20. 14. Agent-Based Model in MATLAB 267
21. 15. Global Warming in GAMS 291
22. 16. Dynamic Optimization in MATLAB 309
23. PART III. Special Topic: Stochastic Control
24. 17. Stochastic Control in Duali 337
25. 18. Rational Expectations Macro in Duali 361
26. Appendixes 387
27. References 417
28. Index 425