Estimating system of simultaneous equation with Genetic Algorithms

I have to estimate a simultaneous equation system (regressions) with about 11 equations and 21 variables.

I estimated by 2SLS method in econometric and now I want to estimate it with genetic algorithm. Can any one help me on how to start? Is there any paper related to this(estimation of simu开发者_StackOverflow社区ltaneous equation with GA)? Do you know what should my fitness function be?

Thanks for any help.

Take a look at Grammatical Evolution. You provide a list of the variables, available functions and a fitness evaluation function. The program will use genetic algorithms to produce genomes that map to different programs to evaluate. Using the fitness function to minimize error, it will evolve a program to solve the problem.

One possible implementation to use is GEVA which is implemented in JAVA.

If you don't know how many equations are involved in a complex dataset, you will probably want to look into using meta-grammars to define the available functions and variables. I'd need to know more about the specific problem to give any better advise.