Ranking aggregation using genetic algorithms
17/05/2023
In a previous post, we saw how to use genetic algorithms to make implicit optimizations. We used that technique to construct a portfolio, but in a very simple manner: we were just limited to 5 stocks, and we were looking for a constant weight for each of them, assuming daily rebalancing. Today, we will focus on another, somehow related, problem: how to aggregate rankings using these genetic algorithms.
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