Proceedings of the third international conference on Genetic algorithms
Adaptation in natural and artificial systems
Adaptation in natural and artificial systems
Parallel genetic programming and its application to trading model induction
Parallel Computing
Genetic Algorithms and Investment Strategies
Genetic Algorithms and Investment Strategies
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Algorithms in Search, Optimization and Machine Learning
Adaptive Selection Methods for Genetic Algorithms
Proceedings of the 1st International Conference on Genetic Algorithms
An analysis of the behavior of a class of genetic adaptive systems.
An analysis of the behavior of a class of genetic adaptive systems.
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Recent studies in financial markets suggest that technical analysis can be a very useful tool in predicting the trend. Trading systems are widely used for market assessment however parameter optimization of these systems has adopted little concern. In this paper, to explore the potential power of digital trading, we present a new MATLAB tool based on genetic algorithms, which specializes in parameter optimization of technical rules. It uses the power of genetic algorithms to generate fast and efficient solutions in real trading terms. Our tool was tested extensively on historical data of a UBS fund investing in Emerging stock markets through a specific technical system. Results show that our proposed GATradeTool outperforms commonly used, non-adaptive, software tools with respect to the stability of return and time saving over the whole sample period.