Results 211 to 220 of about 5,659 (253)

Using an Evolutionary Algorithm to Improve Investment Strategies for Industries in an Economic System [PDF]

CEUR Workshop Proceedings, Vol-1614: Proceedings of the 12th International Conference on ICT in Education, Research and Industrial Applications. Integration, Harmonization and Knowledge Transfer, 2016
Evolutionary investment strategies have been found to adapt distribu- tion of investors’ fund to technological changes of economic industries. In this paper we use evolutionary algorithm (EA) to improve investment strategies in economic system comparing shares of most profitable investors with other ones.
Vitaliy Kobets, Maksym Poltoratskiy
openaire   +2 more sources

Some of the next articles are maybe not open access.

Related searches:

AI in Algorithmic Trading and Investment Strategies

exaly   +2 more sources

Using Genetic Algorithms to Develop Investment Strategies

2021
Genetic 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)
openaire   +1 more source

Kohonen's neural network and evolutionary algorithms in searching for financial investment strategy

2009 International Multiconference on Computer Science and Information Technology, 2009
In 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, Krzysztof Rosól   +1 more
openaire   +1 more source

A neural network informer in algorithmic investment strategies on high-frequency bitcoin data

Expert Systems With Applications
Robert Ślepaczuk
exaly   +3 more sources

Optimizing investment strategies based on companies earnings using genetic algorithms

Proceedings of the 15th annual conference companion on Genetic and evolutionary computation, 2013
This 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 Ferreira Neves, Nuno Horta   +2 more
openaire   +1 more source

Extraction of investment strategies based on moving averages: A genetic algorithm approach

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings., 2003
Investment 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.
Rui Jiang, Kwok Yip Szeto
openaire   +1 more source

A new multi-period investment strategies method based on evolutionary algorithms

Neural Computing and Applications, 2017
This 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, Manuel Valenzuela-Rendón   +1 more
openaire   +2 more sources

Discovering investment strategies in portfolio management: a genetic algorithm approach

Proceedings of the 9th International Conference on Neural Information Processing, 2002. ICONIP '02., 2004
Data 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
openaire   +1 more source

Optimal investment strategy post retirement without ruin possibility: A numerical algorithm

Journal of Computational and Applied Mathematics, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source