Bank Asset Liability Management Application
In this folder, we provide the source code of the genetic algorithm based on the DEAP framework. Also, there are other important files.
- presentation folder:
- presentation.pptx - The powerpoint file used in the final presentation
- solver-based-solution:
- ALM.xlsx - The Excel file with custom Solver configurations. It is the Solver based solution for the first assignment.
- removed-unsatistied-constraints-ALM.xlsx - The Solver based solution that is removed constraint 3 and constraint 9 (marked as red color). This is used for compare with the implemented genetic algorithm.
To run the program, your systems need to have Python 3 and the following packages:
- xlrd
- pandas
- numpy
- deap
- python3-pyqt5
Those packages can be installed via the pip package manager.
To run the program, you can run the following command:
python3 main.py