Evolution-Based Stock Trader

• Autorzy: Jerzy Korczak
• Języki publikacji: EN

Abstrakty

EN

In the next chapter, the expert encoding technique and the decision rules are presented as well as the content of financial data used to learn and to test the proposed system. In section 3, the evolution process is detailed and the principles of genetic operators are described. This section also contains the specification of genetic algorithm and the learning process. In section 4, the evolutionary trading system, called ACT, is presented. The proposed methodology is illustrated using the INFFC time series and validated on the real-life trading data extracted from the Paris Stock Exchange database. A few snapshots of the trading system show the approach and obtained results. Conclusions are drawn in the last section. (fragment of text)

Słowa kluczowe

EN

Trade; Shares; Genetic algorithms; Forecasting; Conference materials

PL

Handel; Akcje; Algorytmy genetyczne; Prognozowanie; Materiały konferencyjne

• Czasopismo: Prace Naukowe Akademii Ekonomicznej we Wrocławiu
• Rocznik: 1999
• Numer: nr 828 Zastosowania rozwiązań informatycznych w bankowości
• Strony: 203--215

Twórcy

autor

Jerzy Korczak

• Uniwersytet Louis Pasteura w Strasburgu, Francja

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