Genetic Algorithms (GAs) are adaptive heuristic search algorithm premised on the evolutionary ideas of natural selection and genetic. The basic concept of GAs is designed to simulate processes in natural system necessary for evolution, specifically t

Several matlab Mfiles for the simulation of stochastic processes in finance and engineering, wienner, random walk, brownian motion, two gamble etc. in addition ot solution to forward and backward Chapmann-Kolmogorov equation-Several matlab Mfiles for

随机过程实验，生成各种随机数，均匀分布，正态分布，指数分布，泊松分布-Stochastic Processes experiment, generate a variety of random numbers, uniform, normal, exponential distribution, the Poisson distribution

Discrete-time models: random walk, ARMA, fractional integration, GARCH). Continuous-time counterparts: Levy processes, Ornstein-Uhlenbeck, fractional Brownian motion, stochastic volatility, subordination.