MCBE'08 Proceedings of the 9th WSEAS International Conference on Mathematics & Computers In Business and Economics
Generating Robust Investment Strategies with Agent-Based Co-evolutionary System
ICCS '08 Proceedings of the 8th international conference on Computational Science, Part III
Evolutionary system for generating investment strategies
Evo'08 Proceedings of the 2008 conference on Applications of evolutionary computing
Portfolio selection based on technical trading rules optimized with a genetic algorithm
INES'10 Proceedings of the 14th international conference on Intelligent engineering systems
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We examine the performance of genetic algorithms asmethod for deciding on a strategy to invest in differentfinancial instruments. We discuss the literature pointingout the different methods for making investment decisions.We then describe genetic algorithms linking them to theprocedure used in this study. We then report the resultsobtained in our experiments.