Cash balance optimization with genetic algorithms: a study of cross and mutation relationship in Miller-Orr model
This work has the objective to apply genetic algorithms in cash balance policy definition. This financial problem was initially treated by Baumol (1952) and Tobin (1956) which work applies deterministic models to inventory control in enterprises cash balance. Further, Miller and Orr (1966) enhanced...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidade Federal de Santa Catarina
2011-05-01
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| Series: | Revista Produção Online |
| Subjects: | |
| Online Access: | http://producaoonline.org.br/rpo/article/view/653 |