Title :
GoldMiner: A genetic programming based algorithm applied to Brazilian Stock Market
Author :
Pimenta, Alexandre ; Carrano, Eduardo G. ; Gadelha Guimarães, Frederico ; Leite Nametala, Ciniro Aparecido ; Takahashi, Ricardo H. C.
Author_Institution :
PPGEE, Univ. Fed. de Minas Gerais, Belo Horizonte, Brazil
Abstract :
The possibility of obtaining financial gain by investing in the Stock Markets is a hard task since it is under constant influence of economical, political and social factors. This paper aims to address the financial technical analysis of Stock Markets, focusing on time series data instead of subjective parameters. An algorithm based on genetic programming, named GoldMiner, has been proposed to perform retrospective study in order to get predictions about the best time for trading top stocks on the BOVESPA, the Brazilian stock exchange market.
Keywords :
economics; genetic algorithms; investment; politics; stock markets; BOVESPA; Brazilian stock exchange market; GoldMiner; economical factors; financial gain; genetic programming; investment; political factors; social factors; Decision trees; Forecasting; Genetic programming; Sociology; Statistics; Stock markets; Training; decision making; exchange market; genetic programming; technical analysis;
Conference_Titel :
Computational Intelligence and Data Mining (CIDM), 2014 IEEE Symposium on
Conference_Location :
Orlando, FL
DOI :
10.1109/CIDM.2014.7008695
