Genetic algorithms + data structures = evolution programs (3rd ed.)
Genetic algorithms + data structures = evolution programs (3rd ed.)
An updated survey of GA-based multiobjective optimization techniques
ACM Computing Surveys (CSUR)
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Algorithms in Search, Optimization and Machine Learning
Proceedings of the 3rd International Conference on Genetic Algorithms
Proceedings of the 3rd International Conference on Genetic Algorithms
The role of mutation and recombination in evolutionary algorithms
The role of mutation and recombination in evolutionary algorithms
Evolving robust GP solutions for hedge fund stock selection in emerging markets
Proceedings of the 9th annual conference on Genetic and evolutionary computation
The gambler's ruin problem, genetic algorithms, and the sizing of populations
Evolutionary Computation
Optimization of the trading rule in foreign exchange using genetic algorithm
Proceedings of the 11th Annual conference on Genetic and evolutionary computation
Multiobjective optimization of technical market indicators
Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers
Using GAs to balance technical indicators on stock picking for financial portfolio composition
Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers
Proceedings of the 13th annual conference companion on Genetic and evolutionary computation
ICIC'11 Proceedings of the 7th international conference on Intelligent Computing: bio-inspired computing and applications
A GA combining technical and fundamental analysis for trading the stock market
EvoApplications'12 Proceedings of the 2012t European conference on Applications of Evolutionary Computation
Optimization of technical indicators in real time with multiobjective evolutionary algorithms
Proceedings of the 14th annual conference companion on Genetic and evolutionary computation
On the impact of streaming interface heuristics on GP trading agents: an FX benchmarking study
Proceedings of the 15th annual conference on Genetic and evolutionary computation
A parallel evolutionary algorithm for technical market indicators optimization
Natural Computing: an international journal
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Real world stock markets predictions such as stock prices, unpredictability, and stock selection for portfolios, are challenging problems. Technical indicators are applied to interpret stock market trending and investing decision. The main difficulty of an indicator usage is deciding its appropriate parameter values, as number of days of the periods or quantity and kind of indicators. Each stock index, price or volatility series is different among the rest. In this work, Evolutionary Algorithms are proposed to discover correct indicator parameters in trading. In order to check this proposal the Moving Average Convergence-Divergence (MACD) technical indicator has been selected. Preliminary results show that this technique could work well on stock index trending. Indexes are smoother and easier to predict than stock prices. Required future works should include several indicators and additional parameters.