Reducing bias and inefficiency in the selection algorithm
Proceedings of the Second International Conference on Genetic Algorithms on Genetic algorithms and their application
Proceedings of the third international conference on Genetic algorithms
Adaptation in natural and artificial systems
Adaptation in natural and artificial systems
Genetic programming: on the programming of computers by means of natural selection
Genetic programming: on the programming of computers by means of natural selection
Genetic programming II: automatic discovery of reusable programs
Genetic programming II: automatic discovery of reusable programs
Genetic algorithms + data structures = evolution programs (3rd ed.)
Genetic algorithms + data structures = evolution programs (3rd ed.)
The Practical Handbook of Genetic Algorithms: Applications, Second Edition
The Practical Handbook of Genetic Algorithms: Applications, Second Edition
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
Genetic Programming III: Darwinian Invention & Problem Solving
Genetic Programming III: Darwinian Invention & Problem Solving
Adaptive Selection Methods for Genetic Algorithms
Proceedings of the 1st International Conference on Genetic Algorithms
Dynamic proportion portfolio insurance using genetic programming with principal component analysis
Expert Systems with Applications: An International Journal
Stock trading strategies by genetic network programming with flag nodes
Proceedings of the 10th annual conference on Genetic and evolutionary computation
Development of a marketing information system for supporting sales in a Tea-beverage market
Expert Systems with Applications: An International Journal
A portfolio optimization model using Genetic Network Programming with control nodes
Expert Systems with Applications: An International Journal
Proceedings of the 11th Annual conference on Genetic and evolutionary computation
A genetic network programming with learning approach for enhanced stock trading model
Expert Systems with Applications: An International Journal
Computational intelligence for evolving trading rules
IEEE Transactions on Evolutionary Computation - Special issue on computational finance and economics
Constructing portfolio investment strategy based on time adapting genetic network programming
CEC'09 Proceedings of the Eleventh conference on Congress on Evolutionary Computation
A hybrid systematic design for multiobjective market problems: a case study in crude oil markets
Engineering Applications of Artificial Intelligence
A model of portfolio optimization using time adapting genetic network programming
Computers and Operations Research
A new modular genetic programming for finding attractive technical patterns in stock markets
Proceedings of the 12th annual conference on Genetic and evolutionary computation
Genetic relation algorithm with guided mutation for the large-scale portfolio optimization
Expert Systems with Applications: An International Journal
A genetic programming model to generate risk-adjusted technical trading rules in stock markets
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Strategic decisions using the fuzzy PROMETHEE for IS outsourcing
Expert Systems with Applications: An International Journal
Dynamical proportion portfolio insurance with genetic programming
ICNC'05 Proceedings of the First international conference on Advances in Natural Computation - Volume Part II
Expert Systems with Applications: An International Journal
A comparison of GA and PSO for excess return evaluation in stock markets
IWINAC'05 Proceedings of the First international work-conference on the Interplay Between Natural and Artificial Computation conference on Artificial Intelligence and Knowledge Engineering Applications: a bioinspired approach - Volume Part II
HAIS'10 Proceedings of the 5th international conference on Hybrid Artificial Intelligence Systems - Volume Part II
Effect of moving averages in the tickwise tradings in the stock market
KES'06 Proceedings of the 10th international conference on Knowledge-Based Intelligent Information and Engineering Systems - Volume Part III
Outperforming buy-and-hold with evolved technical trading rules: daily, weekly and monthly trading
EvoCOMNET'10 Proceedings of the 2010 international conference on Applications of Evolutionary Computation - Volume Part II
Algorithmic determination of the maximum possible earnings for investment strategies
Decision Support Systems
A Technical Analysis Indicator Based On Fuzzy Logic
Electronic Notes in Theoretical Computer Science (ENTCS)
The trading on the mutual funds by gene expression programming with Sortino ratio
Applied Soft Computing
| Hi-index | 0.02 |
Technical analysis is aimed at devising trading rules capable of exploiting short-term fluctuations on the financial markets. Recent results indicate that this market timing approach may be a viable alternative to the buy-and-hold approach, where the assets are kept over a relatively long time period. In this paper, we propose genetic programming as a means to automatically generate such short-term trading rules on the stock markets. Rather than using a composite stock index for this purpose, the trading rules are adjusted to individual stocks. Computational results, based on historical pricing and transaction volume data, are reported for 14 Canadian companies listed on the Toronto stock exchange market.