Title :
Trading Rules on the Stock Markets using Genetic Network Programming with Candlestick Chart
Author :
Izumi, Yoshihiro ; Yamaguchi, Tokiyo ; Mabu, Shingo ; Hirasawa, Kotaro ; Hu, Jingle
Author_Institution :
Waseda Univ., Fukuoka
Abstract :
A new evolutionary method named "genetic network programming, GNP" has been proposed. GNP represents its solutions as directed graph structures which have some useful features inherently. For example, GNP has the implicit memory function which memorizes the past action sequences of agents, and GNP can re-use nodes repeatedly in the network flow, so very compact graph structures can be made. In this paper, buying/selling model for stock market using GNP with candlestick chart has been proposed and its effectiveness is confirmed by simulations.
Keywords :
directed graphs; genetic algorithms; stock markets; buying/selling model; candlestick chart; directed graph structures; genetic network programming; implicit memory function; stock markets; trading rules; Computational modeling; Computer networks; Economic indicators; Educational institutions; Evolutionary computation; Fluctuations; Genetic algorithms; Genetic programming; Production systems; Stock markets;
Conference_Titel :
Evolutionary Computation, 2006. CEC 2006. IEEE Congress on
Conference_Location :
Vancouver, BC
Print_ISBN :
0-7803-9487-9
DOI :
10.1109/CEC.2006.1688600
