Evolutionary system for generating investment strategies

  • Authors:
  • Rafał Dreżewski;Jan Sepielak

  • Affiliations:
  • Department of Computer Science, AGH University of Science and Technology, Kraków, Poland;Department of Computer Science, AGH University of Science and Technology, Kraków, Poland

  • Venue:
  • Evo'08 Proceedings of the 2008 conference on Applications of evolutionary computing
  • Year:
  • 2008

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Abstract

The complexity of generating investment strategies problems makes it hard (or even impossible), in most cases, to use traditional techniques and to find the strict solution. In the paper the evolutionary system for generating investment strategies is presented. The algorithms used in the system (evolutionary algorithm, co-evolutionary algorithm, and agent-based co-evolutionary algorithm) are verified and compared on the basis of the results coming from experiments carried out with the use of real-life stock data.