
Genetic Algorithms With José Diogo Viana - EMx 211
Elixir Mix
Optimising the Distribution of Our Funds
We started as, let's initialize this randomly and we know that everything is below 100 because some stupid metric. And our fitness function was pretty much the beginning, very simple thing. So, you have expected return for a specific asset. If we want to allocate 10% to this asset, our fitness function is 10% times this expected return. We said, so if you are over 100, you're considered invalid. You aren't fit. It's basically saying you, if you say this is zero, you don't survive.
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