Reasoning about naming systems
ACM Transactions on Programming Languages and Systems (TOPLAS)
Constraint satisfaction and debugging for interactive user interfaces
Constraint satisfaction and debugging for interactive user interfaces
A study on video browsing strategies
A study on video browsing strategies
An introduction to econophysics: correlations and complexity in finance
An introduction to econophysics: correlations and complexity in finance
The cubic mouse: a new device for three-dimensional input
Proceedings of the SIGCHI conference on Human Factors in Computing Systems
Evolutionary Algorithms for Solving Multi-Objective Problems (Genetic and Evolutionary Computation)
Evolutionary Algorithms for Solving Multi-Objective Problems (Genetic and Evolutionary Computation)
Evolving robust GP solutions for hedge fund stock selection in emerging markets
Proceedings of the 9th annual conference on Genetic and evolutionary computation
Technical market indicators optimization using evolutionary algorithms
Proceedings of the 10th annual conference companion on Genetic and evolutionary computation
Fitness function evaluation for MA trading strategies based on genetic algorithms
Proceedings of the 13th annual conference companion on Genetic and evolutionary computation
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
A parallel evolutionary algorithm for technical market indicators optimization
Natural Computing: an international journal
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This paper deals with the optimization of technical indicators for stock market investment. Price prediction is a problem of great complexity and usually some technical indicators are used to predict the markets trends. The main difficulty in the use of technical indicators lies in deciding the parameters values. We proposed the use of Evolutionary Algorithms (EAs) to obtain the best parameter values belonging to a collection of indicators that will help in the buying and selling of shares. This paper extends the work presented on previous works by including additional indicators and applying them to more complex problems. In this way the Moving Averages Convergence-Divergence (MACD) indicator and the Relative Strength Index (RSI) oscillator have been selected to obtain the buying/selling signals. The experimental results indicate that our EAs offer a solution to the problem obtaining results that improve those obtained through technical indicators with their standard parameters.