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Using Genetic Algorithms to Develop Investment Strategies
2021Genetic algorithms (GAs) are a powerful search technique. The use of genetic algorithms (GAs) will help in the development of better trading systems. The genetic algorithms (GAs) help the researcher to explore various combinations of trading rules or their parameters, which the human mind is unable to find. This chapter explains genetic algorithms (GAs)
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Optimizing investment strategies based on companies earnings using genetic algorithms
Proceedings of the 15th annual conference companion on Genetic and evolutionary computation, 2013This work proposes an investment strategy using Genetic Algorithms applied to the stock market. In order to build a portfolio of promising stocks we look at fundamental analysis by using indicators such as earnings volatility and growth, Price-to-Earnings ratio and Price/Earnings to Growth ratio. Additionally technical indicators such as moving average
Jorge Fonseca, Rui Neves, Nuno Horta
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Optimal investment strategy post retirement without ruin possibility: A numerical algorithm
Journal of Computational and Applied Mathematics, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Discovering investment strategies in portfolio management: a genetic algorithm approach
Proceedings of the 9th International Conference on Neural Information Processing, 2002. ICONIP '02., 2004Data mining on real stock data is performed using genetic algorithm. The basic idea is to use the relation of closing price moving averages of different lengths to guide the investment. By using the overall return rate to measure the performance of strategies over the training set, the problem of discovering investment strategies in portfolio ...
null Rui Jiang, K.Y. Szeto
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Algorithm of diagnosing enterprises object investment when implementing integration strategies
Economics, 2016The article deals with the problem of diagnostics of the enterprise carried out before its acquisition. With the implementation of the integration, strategy investors need to have accurate information about financial and economic activity of the company is the investment object.
Elena Burdenko +5 more
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A new multi-period investment strategies method based on evolutionary algorithms
Neural Computing and Applications, 2017This work introduces a new algorithmic trading method based on evolutionary algorithms and portfolio theory. The limitations of traditional portfolio theory are overcome using a multi-period definition of the problem. The model allows the inclusion of dynamic restrictions like transaction costs, portfolio unbalance, and inflation.
Anton Aguilar-Rivera +1 more
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Kohonen's neural network and evolutionary algorithms in searching for financial investment strategy
2009 International Multiconference on Computer Science and Information Technology, 2009In the paper the method of creating investment strategies for a profitable trading system is described. This method is based on artificial intelligence techniques and technical analysis tools. Created strategies describe the investment signal and amount of cash or stocks, which should be used at a given moment. The carried out experiments allow to find
Urszula Markowska-Kaczmar +1 more
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Extraction of investment strategies based on moving averages: A genetic algorithm approach
2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings., 2003Investment strategies as rules for buy and sell are introduced as conditional statements involving inequalities of various moving averages. Different conditional statements on moving averages are represented as strings, encodable as chromosomes in an approach based on genetic algorithm.
null Rui Jiang, K.Y. Szeto
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Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation
2009In this chapter an evolutionary system for generating investment strategies is presented. The algorithms used in the system (evolutionary algorithm, co-evolutionary algorithm, and agent-based co-evolutionary algorithm) are verified and compared on the basis of the results coming from experiments carried out with the use of real-life stock data.
Rafał Dreżewski +2 more
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Neural Computing and Applications, 2019
The changes in China’s stock market are inseparable from the country’s economic development and macroeconomic regulation and control and have far-reaching significance in promoting China’s national economic growth. Compared with the Western developed capital market, China’s current stock market’s main smart investment strategy still has certain defects.
Xuetao Li, Yi Sun
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The changes in China’s stock market are inseparable from the country’s economic development and macroeconomic regulation and control and have far-reaching significance in promoting China’s national economic growth. Compared with the Western developed capital market, China’s current stock market’s main smart investment strategy still has certain defects.
Xuetao Li, Yi Sun
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