DocumentCode
1637709
Title
Evolving short-term trading strategies using genetic programming
Author
Svangård, Nils ; Nordin, Peter ; Lloyd, Stefan ; Wihlborg, Clas
Author_Institution
Chalmers Univ. of Technol., Goteborg, Sweden
Volume
2
fYear
2002
fDate
6/24/1905 12:00:00 AM
Firstpage
2006
Lastpage
2010
Abstract
We have used a linear Genetic Programming system with a multitude of different quotes on financial securities as input in order to evolve an intraday trading strategy for an individual stock, attempting to outperform a simple buy and hold strategy over the same period of time
Keywords
artificial intelligence; economic cybernetics; genetic algorithms; securities trading; software agents; buy and hold strategy; financial securities; genetic programming; individual stock; intraday trading strategy; linear genetic programming; short-term trading strategies; soft computing; Artificial intelligence; Commercial law; Computer networks; Concurrent computing; Genetic programming; Information analysis; Information security; Internet; Stock markets; Testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Evolutionary Computation, 2002. CEC '02. Proceedings of the 2002 Congress on
Conference_Location
Honolulu, HI
Print_ISBN
0-7803-7282-4
Type
conf
DOI
10.1109/CEC.2002.1004551
Filename
1004551
Link To Document