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GENETIC ALGORITHMS APPLIED TO ASSET LIABILITY MANAGEMENT

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Figure 1. Grouping of ALM optimization models by time and type of risk factor dimensions (adapted from Rosen & Zenios,  2006)
Figure 2.  Genetic Algorithm’s position within the  Artificial Intelligence field. This is an original figure based in Mitchell, 1998
Figure 4 List of GA Applications. This is an original table based in Mitchell, 1998
Figure 5 CFs during the life of the Fund
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