Results 241 to 250 of about 4,979 (288)
Some of the next articles are maybe not open access.
Revolutionizing Investment Strategies with AI and Algorithmic Modeling in Finance sector
2024 International Conference on Artificial Intelligence and Emerging Technology (Global AI Summit)Navya Krishna Alapati, S. Dhanasekaran
exaly +2 more sources
Constructing investment strategy portfolios by combination genetic algorithms
Expert Systems with Applications, 2009The classical portfolio problem is a problem of distributing capital to a set of securities. By generalizing the set of securities to a set of investment strategies (or security-rule pairs), this study proposes an investment strategy portfolio problem, which becomes a problem of distributing capital to a set of investment strategies.
Jiah-Shing Chen +3 more
openaire +1 more source
Building Investment Strategy Portfolios by Combination Genetic Algorithms
Third International Conference on Natural Computation (ICNC 2007), 2007The classical portfolio problem is a problem of distributing capital to a set of securities. By generalizing the set of securities to a set of investment strategies (or security-rule pairs), this study proposes an investment strategy portfolio problem, which becomes a problem of distributing capital to a set of investment strategies.
Jiah-Shing Chen, Jia-Li Hou, Shih-Min Wu
openaire +1 more source
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)
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., 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.
Rui Jiang, Kwok Yip Szeto
openaire +1 more source
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 +2 more
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, 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
openaire +1 more source
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
openaire +1 more source
A neural network informer in algorithmic investment strategies on high-frequency bitcoin data
Expert Systems With ApplicationsRobert Ślepaczuk
exaly +2 more sources