GoldMiner: A genetic programming based algorithm applied to Brazilian Stock Market

Author

Pimenta, Alexandre ; Carrano, Eduardo G. ; Gadelha GuimaraÌƒes, Frederico ; Leite Nametala, Ciniro Aparecido ; Takahashi, Ricardo H. C.

Author_Institution

PPGEE, Univ. Fed. de Minas Gerais, Belo Horizonte, Brazil

fYear

2014

fDate

9-12 Dec. 2014

Firstpage

397

Lastpage

402

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Computational Intelligence and Data Mining (CIDM), 2014 IEEE Symposium on

Conference_Location

Orlando, FL

Type

conf

DOI

10.1109/CIDM.2014.7008695

Filename

7008695