2 24966049 2 24966057 :

(Genetic Algorithm)John HollandReproductionCrossoverMutation

natural selectionbetter individuals(for the environment)(population)()()individual(chromosomes)()GA()5015

50-(1/4) TPK 9940.60.9-4.75 0.49 -5.04 -4.72 10.31 2.16 -1.67 0.00 1.98 7.24 50.60.9-21.02 -2.59 -5.63 -6.04 -17.38 -20.09 -7.01 -7.71 -8.81 -13.18 6-16.53 0.9-8.37 0.66 -4.97 1.26 6.44 -2.27 5.35 5.26 -2.46 -5.00 723.13 0.93.59 8.13 2.44 5.97 0.83 12.89 6.11 4.08 8.61 9.22 88.38 0.9-4.34 -5.61 -8.45 -3.96 -11.59 9.57 1.58 6.13 -0.16 -12.33 91.87 0.928.40 5.26 6.54 3.58 4.92 10.68 3.31 8.03 6.60 14.51 101.47 129.55 -3.29 1.29 5.05 -1.88 10.94 -0.29 0.33 14.47 -3.87 4.55 110.72 31.49 1.70 0.96 3.78 -1.71 6.04 -0.44 -3.08 3.30 0.97 19.32 120.60 0.90 -3.59 11.99 7.95 12.27 5.12 7.07 45.86 7.50 6.86 7.14 1001-4.52 5.97 -8.81 7.46 11.04 4.45 -5.42 10.73 3.89 1.85 0.90 8.44 2-12.72 15.21 -14.01 -7.60 -14.92 -12.22 2.67 6.46 -14.61 0.20 -0.89 -9.02 3-4.71 -1.10 -4.59 0.14 -0.65 2.43 -5.39 1.17 3.95 4.02 4.93 -4.20 50-(2/4) 9948.00 -1.43 5.54 -0.57 -4.88 -2.80 -1.74 -3.04 -5.51 -4.52 -3.73 3.98 5-16.16 -7.99 -9.24 -4.03 -2.97 -8.23 -9.54 -5.28 -3.36 -6.08 -1.85 -3.83 6-8.43 5.53 -2.89 7.21 3.34 -0.45 15.23 7.23 -0.18 2.16 0.52 2.98 713.16 11.23 8.54 5.60 7.55 4.50 16.69 6.88 16.24 11.62 5.38 10.75 8-0.43 6.38 -7.16 3.25 0.41 -8.19 7.69 9.33 -1.17 -1.09 -16.21 9.95 93.98 14.97 4.04 11.89 7.98 5.16 14.84 9.45 13.41 10.59 4.32 7.41 10-1.28 2.56 4.42 -2.42 -0.49 1.23 -3.35 -1.85 -2.40 -0.94 10.85 -3.07 11-6.47 2.15 -2.82 0.99 -2.72 -1.33 0.25 5.90 -2.61 -4.28 6.58 7.11 128.29 9.66 1.98 31.62 23.66 26.13 27.90 2.61 4.63 6.79 2.17 5.17 10016.38 0.30 -0.39 -0.56 -2.67 5.36 -4.63 -7.75 -4.42 -0.47 0.49 -5.61 2-12.80 -7.06 -9.74 -9.55 -11.20 -15.59 -11.54 -5.39 -6.22 -7.01 -5.53 -8.18 3-5.50 -1.30 -15.97 4.35 4.76 2.41 8.01 6.76 20.75 10.72 -4.48 -5.67 50-(3/4) 9947.00 0.00 -1.11 1.31 -8.10 -0.99 0.15 -0.97 1.38 -0.59 3.85 13.64 5-9.56 -7.88 -6.46 -8.25 -7.08 -11.44 -1.18 0.65 -14.07 -13.25 -8.35 1.67 63.06 2.06 6.61 -1.54 -6.12 -4.49 -2.09 3.23 -8.43 -2.34 1.82 3.93 7-0.08 10.69 11.82 -4.38 18.60 4.24 25.04 6.26 5.38 15.21 5.38 10.41 82.15 6.29 -0.53 -7.53 -12.47 12.27 1.64 2.60 -8.90 -3.83 5.51 16.78 96.04 8.53 9.75 13.69 5.73 -0.41 5.68 6.87 17.18 6.78 5.80 13.50 1016.29 1.19 -3.05 2.13 11.96 7.07 -0.87 2.29 -5.71 2.67 6.03 -9.67 112.85 -4.71 -3.93 -5.22 1.24 5.26 -4.55 3.35 -0.16 -2.23 -3.28 1.23 128.75 10.86 16.62 10.24 0.11 -0.91 -0.15 0.14 -0.66 1.39 -3.92 9.35 10017.94 5.12 15.89 17.57 -11.99 0.46 -1.08 -1.00 -4.46 -1.25 2.60 -7.81 2-4.72 -9.11 -6.45 -0.61 -9.46 -15.80 -7.15 -1.23 -7.08 -6.57 -6.15 -0.40 310.40 7.93 7.76 -10.02 -16.43 -6.18 14.24 3.97 -4.46 -2.16 4.62 5.67 50-(4/4) 99412.45 7.57 10.37 0.67 -3.09 -0.26 -3.79 0.66 -1.05 14.15 -4.87 5.37 -1.08 0.26 5-11.07 -8.37 8.18 1.66 -2.06 -4.68 -7.59 0.26 -9.81 2.72 -9.86 -12.50 -6.16 -4.42 6-7.73 1.59 6.44 7.35 -13.48 -1.64 -10.45 3.52 2.06 -1.15 5.78 -10.53 0.26 5.98 71.40 4.14 0.53 4.16 1.63 8.86 6.97 12.34 8.42 50.25 6.02 19.80 0.29 6.41 8-3.31 2.34 19.11 -0.32 0.69 4.81 -6.24 -0.71 1.68 -0.51 4.65 -3.09 -3.36 7.01 97.84 10.03 19.56 2.38 0.57 2.95 19.61 5.42 4.40 21.20 4.00 13.77 11.96 11.00 10-3.43 3.45 13.60 5.58 -12.30 -2.47 -0.91 0.69 1.32 -2.54 -1.28 10.35 3.48 -1.80 114.60 1.87 12.30 0.29 1.43 -0.80 5.72 -2.38 -3.12 22.29 -3.90 -1.75 1.32 -1.38 1217.00 3.15 6.05 2.05 6.91 7.53 2.90 -1.63 16.89 6.51 21.17 -3.88 17.18 17.67 10010.43 -2.67 -8.42 -1.72 -5.15 1.50 0.00 2.84 8.03 8.78 4.83 -4.04 -4.75 -2.57 2-9.79 -8.36 -20.47 -2.92 -15.66 -7.51 -4.69 -2.30 -14.01 8.78 -13.12 -7.19 -4.78 -9.13 35.66 -2.28 -13.25 4.06 1.20 3.99 6.40 3.53 4.44 7.98 8.16 -11.91 7.58 3.12 - OptionsResults.m

- OptPortfolio.m(1/2) - OptPortfolio.m(2/2)

(1/1)

1 2 (1/2)

3

1

2

3GA50201011220111350-(1/4) TPK 9910.60.910.85 -4.65 -6.69 -9.21 0.32 2.92 -9.39 -1.04 -1.52 -11.96 20.60.9-13.31 -4.39 -3.74 -4.61 -8.71 5.83 -1.69 3.90 -0.92 0.39 30.60.96.25 4.59 9.06 2.51 -2.30 2.05 3.09 1.16 2.02 13.73 40.60.9-4.75 0.49 -5.04 -4.72 10.31 2.16 -1.67 0.00 1.98 7.24 50.60.9-21.02 -2.59 -5.63 -6.04 -17.38 -20.09 -7.01 -7.71 -8.81 -13.18 6-16.53 0.9-8.37 0.66 -4.97 1.26 6.44 -2.27 5.35 5.26 -2.46 -5.00 723.13 0.93.59 8.13 2.44 5.97 0.83 12.89 6.11 4.08 8.61 9.22 88.38 0.9-4.34 -5.61 -8.45 -3.96 -11.59 9.57 1.58 6.13 -0.16 -12.33 91.87 0.928.40 5.26 6.54 3.58 4.92 10.68 3.31 8.03 6.60 14.51 101.47 129.55 -3.29 1.29 5.05 -1.88 10.94 -0.29 0.33 14.47 -3.87 4.55 110.72 31.49 1.70 0.96 3.78 -1.71 6.04 -0.44 -3.08 3.30 0.97 19.32 120.60 0.90 -3.59 11.99 7.95 12.27 5.12 7.07 45.86 7.50 6.86 7.14 50-(2/4) 991-11.22 -12.00 0.56 -9.82 -7.94 -7.89 -5.25 -13.31 -12.21 -12.43 -8.19 -3.00 2-5.58 -1.42 3.14 -3.63 7.82 -6.94 -2.08 4.09 -0.84 -2.97 2.50 -3.61 38.27 0.58 -9.67 1.16 -2.75 9.65 1.77 1.54 1.18 5.44 -5.95 7.49 48.00 -1.43 5.54 -0.57 -4.88 -2.80 -1.74 -3.04 -5.51 -4.52 -3.73 3.98 5-16.16 -7.99 -9.24 -4.03 -2.97 -8.23 -9.54 -5.28 -3.36 -6.08 -1.85 -3.83 6-8.43 5.53 -2.89 7.21 3.34 -0.45 15.23 7.23 -0.18 2.16 0.52 2.98 713.16 11.23 8.54 5.60 7.55 4.50 16.69 6.88 16.24 11.62 5.38 10.75 8-0.43 6.38 -7.16 3.25 0.41 -8.19 7.69 9.33 -1.17 -1.09 -16.21 9.95 93.98 14.97 4.04 11.89 7.98 5.16 14.84 9.45 13.41 10.59 4.32 7.41 10-1.28 2.56 4.42 -2.42 -0.49 1.23 -3.35 -1.85 -2.40 -0.94 10.85 -3.07 11-6.47 2.15 -2.82 0.99 -2.72 -1.33 0.25 5.90 -2.61 -4.28 6.58 7.11 128.29 9.66 1.98 31.62 23.66 26.13 27.90 2.61 4.63 6.79 2.17 5.17 50-(3/4) 991-0.14 -6.49 -12.28 -2.19 -6.76 -8.33 -16.33 -2.35 -7.60 -15.30 -5.31 -3.42 24.62 2.60 -0.57 -12.15 0.33 -7.18 0.81 -4.86 -7.95 1.47 -1.66 2.59 32.48 3.66 3.45 2.82 4.22 4.64 9.03 3.85 9.39 2.06 9.73 5.04 47.00 0.00 -1.11 1.31 -8.10 -0.99 0.15 -0.97 1.38 -0.59 3.85 13.64 5-9.56 -7.88 -6.46 -8.25 -7.08 -11.44 -1.18 0.65 -14.07 -13.25 -8.35 1.67 63.06 2.06 6.61 -1.54 -6.12 -4.49 -2.09 3.23 -8.43 -2.34 1.82 3.93 7-0.08 10.69 11.82 -4.38 18.60 4.24 25.04 6.26 5.38 15.21 5.38 10.41 82.15 6.29 -0.53 -7.53 -12.47 12.27 1.64 2.60 -8.90 -3.83 5.51 16.78 96.04 8.53 9.75 13.69 5.73 -0.41 5.68 6.87 17.18 6.78 5.80 13.50 1016.29 1.19 -3.05 2.13 11.96 7.07 -0.87 2.29 -5.71 2.67 6.03 -9.67 112.85 -4.71 -3.93 -5.22 1.24 5.26 -4.55 3.35 -0.16 -2.23 -3.28 1.23 128.75 10.86 16.62 10.24 0.11 -0.91 -0.15 0.14 -0.66 1.39 -3.92 9.35 50-(4/4) 9912.02 -5.32 -10.64 -0.80 -6.81 -4.83 -15.42 1.70 -13.19 -14.05 -18.22 -1.93 -2.31 -6.72 2-10.28 2.74 -3.57 -2.91 -2.88 -5.08 -15.17 -1.55 -10.78 2.86 -1.90 -9.69 0.87 -2.40 32.64 3.55 23.05 -0.50 9.11 8.73 22.53 -0.52 4.67 14.51 9.18 4.91 3.08 4.92 412.45 7.57 10.37 0.67 -3.09 -0.26 -3.79 0.66 -1.05 14.15 -4.87 5.37 -1.08 0.26 5-11.07 -8.37 8.18 1.66 -2.06 -4.68 -7.59 0.26 -9.81 2.72 -9.86 -12.50 -6.16 -4.42 6-7.73 1.59 6.44 7.35 -13.48 -1.64 -10.45 3.52 2.06 -1.15 5.78 -10.53 0.26 5.98 71.40 4.14 0.53 4.16 1.63 8.86 6.97 12.34 8.42 50.25 6.02 19.80 0.29 6.41 8-3.31 2.34 19.11 -0.32 0.69 4.81 -6.24 -0.71 1.68 -0.51 4.65 -3.09 -3.36 7.01 97.84 10.03 19.56 2.38 0.57 2.95 19.61 5.42 4.40 21.20 4.00 13.77 11.96 11.00 10-3.43 3.45 13.60 5.58 -12.30 -2.47 -0.91 0.69 1.32 -2.54 -1.28 10.35 3.48 -1.80 114.60 1.87 12.30 0.29 1.43 -0.80 5.72 -2.38 -3.12 22.29 -3.90 -1.75 1.32 -1.38 1217.00 3.15 6.05 2.05 6.91 7.53 2.90 -1.63 16.89 6.51 21.17 -3.88 17.18 17.67 20111-3 TPK 1001-4.525.97-8.817.4611.044.45-5.4210.733.891.850.98.44-4.752-12.7215.21-14.01-7.6-14.92-12.222.676.46-14.610.2-0.89-9.02-4.783-4.71-1.1-4.590.14-0.652.43-5.391.173.954.024.93-4.27.58 10016.380.3-0.39-0.56-2.675.36-4.63-7.75-4.42-0.470.49-5.61-2.572-12.8-7.06-9.74-9.55-11.2-15.59-11.54-5.39-6.22-7.01-5.53-8.18-9.133-5.5-1.3-15.974.354.762.418.016.7620.7510.72-4.48-5.673.12 10017.945.1215.8917.57-11.990.46-1.08-1-4.46-1.252.6-7.812-4.72-9.11-6.45-0.61-9.46-15.8-7.15-1.23-7.08-6.57-6.15-0.4310.47.937.76-10.02-16.43-6.1814.243.97-4.46-2.164.625.67 10010.43-2.67-8.42-1.72-5.151.502.848.038.784.83-4.042-9.79-8.36-20.47-2.92-15.66-7.51-4.69-2.3-14.018.78-13.12-7.1935.66-2.28-13.254.061.23.996.43.534.447.988.16-11.91Options Results Weight.m(1/2)

Options Results Weight.m(2/2)

OptWeight.m(1/2)

OptWeight.m(2/2)

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2011120112(2/2)

20113 MVWeight.m(1/2)

MVWeight.m(1/2)

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