Hakan ER, Emre ÇETİN İPEKÇİ, M. Koray ÇETİN

Finansta Evrimsel Algoritmik Yaklaşımlar: Genetik Algoritma Uygulamaları

Bu çalışmanın amacı evrim ve genetiğin doğal sürecine dayalı stokastik bir araştırma ve optimizasyon tekniği olan genetik algoritmaları ve finans alanındaki uygulamalarını incelemektir. Çalışmada ilk olarak evrimsel algoritmalar, genetik algoritmalar ve genetik algoritmaların çalışma adımlarına değinilmiştir. Daha sonra genetik algoritmaların finans alanındaki uygulamaları ile ilgili yazın taraması yapılmıştır. Finansal uygulamalar, işletme finansı ile finansal piyasa sistemleri ve finansal ekonomi olmak üzere iki ana başlık altında incelenmiştir. Genetik algoritmaların finans uygulamasına yönelik çok yoğun bir literatür bulunmasına rağmen Türkiye’deki piyasalara uygulamaları oldukça kısıtlıdır. Yapılan yazın taraması ile bu yöntemin finans alanındaki kullanım alanlarına örnekler verilerek bu konu ile ilgilenen araştırmacılara yol gösterilmesi amaçlanmıştır.

Evolutionary Algorithmic Approaches in Finance: Applications of Genetic Algorithms

The objective of this study is to review genetic algorithms, which are evolution and natural genetic process based stochastic search and optimization techniques, and their financial applications. First, the concepts of evolutionary algorithms and genetic algortihms are explained. Then, literature on the applications of genetic algorithms on finance is reviewed. Financial applications of genetic algoritms are analyzed under two main headings: applications of genetic algorithms in the field of corporate finance and applications on financial market systems and financial economics. Although, there is an enormous literature on financial applications of genetic algorithms, applications on Turkish markets are quite limited. With the review of the financial application of this algoithm it is intented to provide directions for Turkish researchers in this field.

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