Optimización de una cartera de inversiones utilizando algoritmos genéticos

Abstract

This work shows the application of the theory of genetic algorithms to an optimization problem of a portfolio of shares. Both of the optimization problems and the theory of genetic algorithms are exposed briefly and are useful to solve two specific problems, to find the best assignment when it is necessary to invest in a group of Mexican shares and another group of Ecuadorian shares. The exposition of this interesting topic is helped by software that allows seeing the step-by-step optimization process by using genetic algorithms. The concepts exposed at the beginning of this work can be better learnt with the use of this software that includes both graphical and numerical results. This software can be extended by adding some code so it is possible to use it to work with any group of shares. Generally speaking, readers who are interested in this topic can find that this work can be a useful beginning of other studies.