Abstract
There are many types of Evolutionary Algorithm. Genetic Programming has the rich expression of the solution for a lot of problems, and Genetic Algorithm is good for the tuning of parameters on array. In our last study, the hybrid algorithm of Genetic Algorithm and Genetic Programming were introduced[1]. We presented the diversified investment using a number of agents obtained with the hybrid algorithm. However, when we apply the presented method, problem of computational time occurs. It has been shown that our model has higher performance to economic time series data rather than others. In this study, we introduce the knowledge data base method, which uses the old solutions as initial solutions for new optimization. In the numerical example, we compare the proposed hybrid algorithm of Genetic Programming including Genetic Algorithm to confirm that our method boosts convergence.
