Kohonen´s neural network and evolutionary algorithms in searching for financial investment strategy

In the paper the method of creating investment strategies for a profitable trading system is described. This method is based on artificial intelligence techniques and technical analysis tools. Created strategies describe the investment signal and amount of cash or stocks, which should be used at a given moment. The carried out experiments allow to find values of parameters for generating investment strategies and to define an influence of provisions. An important element of this work is to check the possibility of investment strategies generalization. The possibility of generalization determines a new direction of the research on the model. On this basis, in future the stock which is currently worth to invest or this one which is better to sell could be identified.