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
fDate :
6/24/1905 12:00:00 AM
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;
Conference_Titel :
Evolutionary Computation, 2002. CEC '02. Proceedings of the 2002 Congress on
Conference_Location :
Honolulu, HI
Print_ISBN :
0-7803-7282-4
DOI :
10.1109/CEC.2002.1004551
