Download or read book Mining Optimal Technical Trading Rules with Genetic Algorithms written by Rujun Shen (M. Phil.) and published by . This book was released on 2011 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mining Optimal Technical Trading Rules with Genetic Algorithms written by Rujun Shen and published by . This book was released on 2017-01-26 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mining Optimal Technical Trading Rules with Genetic Algorithms written by Rujun Shen (M. Phil.) and published by . This book was released on 2011 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Genetic Algorithms and Applications for Stock Trading Optimization written by Kapoor, Vivek and published by IGI Global. This book was released on 2021-06-25 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic algorithms (GAs) are based on Darwin’s theory of natural selection and survival of the fittest. They are designed to competently look for solutions to big and multifaceted problems. Genetic algorithms are wide groups of interrelated events with divided steps. Each step has dissimilarities, which leads to a broad range of connected actions. Genetic algorithms are used to improve trading systems, such as to optimize a trading rule or parameters of a predefined multiple indicator market trading system. Genetic Algorithms and Applications for Stock Trading Optimization is a complete reference source to genetic algorithms that explains how they might be used to find trading strategies, as well as their use in search and optimization. It covers the functions of genetic algorithms internally, computer implementation of pseudo-code of genetic algorithms in C++, technical analysis for stock market forecasting, and research outcomes that apply in the stock trading system. This book is ideal for computer scientists, IT specialists, data scientists, managers, executives, professionals, academicians, researchers, graduate-level programs, research programs, and post-graduate students of engineering and science.

Download or read book Using Genetic Algorithms to Find Technical Trading Rules written by Franklin Allen and published by . This book was released on 1995 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Evolutionary Algorithms in Optimization of Technical Rules for Automated Stock Trading written by Harish K. Subramanian and published by . This book was released on 2004 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: The effectiveness of technical analysis indicators as a means of predicting future price levels and enhancing trading profitability in stock markets is an issue constantly under review. It is an area that has been researched and its profitability examined in foreign exchange trade [1], portfolio management [2] and day trading [3]. Their use has been advocated by many traders [4], [5] and the uses of these charting and analysis techniques are being scrutinized [6], [7]. However, despite their popularity among human traders, a number of popular technical trading rules can be loss-making when applied individually, typically because human technical traders use combinations [8], [9] of a broad range of these technical indicators. Moreover, successful traders tend to adapt to market conditions by varying the weight they give to certain trading rules and dropping some of them as they are deemed to be loss-making. In this thesis, we try to emulate such a strategy by developing trading systems consisting of rules based on combinations of different indicators, and evaluating their profitability in a simulated economy. We propose and empirically examine two schemes, using evolutionary algorithms (genetic algorithm and genetic programming), of optimizing the combination of technical rules. A multiple model approach [10a] is used to control agent behavior and encourage unwinding of share position to ensure a zero final share position (as is essential within the framework that our experiments are run in). Evaluation of the evolutionary composite technical trading strategies leads us to believe that there is substantial merit in such evolutionary designs (particularly the weighted majority model), provided the right learning parameters are used. To explore this possibility, we evaluated a fitness function measure limiting only downside volatility, and compared its behavior and benefits with the classical Sharpe ratio, which uses a measure of standard deviation. The improved performance of the new fitness function strengthens our claim that a weighted majority approach could indeed be useful, albeit with a more sophisticated fitness function

Download or read book Pattern Mining with Evolutionary Algorithms written by Sebastián Ventura and published by Springer. This book was released on 2016-06-13 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive overview of the field of pattern mining with evolutionary algorithms. To do so, it covers formal definitions about patterns, patterns mining, type of patterns and the usefulness of patterns in the knowledge discovery process. As it is described within the book, the discovery process suffers from both high runtime and memory requirements, especially when high dimensional datasets are analyzed. To solve this issue, many pruning strategies have been developed. Nevertheless, with the growing interest in the storage of information, more and more datasets comprise such a dimensionality that the discovery of interesting patterns becomes a challenging process. In this regard, the use of evolutionary algorithms for mining pattern enables the computation capacity to be reduced, providing sufficiently good solutions. This book offers a survey on evolutionary computation with particular emphasis on genetic algorithms and genetic programming. Also included is an analysis of the set of quality measures most widely used in the field of pattern mining with evolutionary algorithms. This book serves as a review of the most important evolutionary algorithms for pattern mining. It considers the analysis of different algorithms for mining different type of patterns and relationships between patterns, such as frequent patterns, infrequent patterns, patterns defined in a continuous domain, or even positive and negative patterns. A completely new problem in the pattern mining field, mining of exceptional relationships between patterns, is discussed. In this problem the goal is to identify patterns which distribution is exceptionally different from the distribution in the complete set of data records. Finally, the book deals with the subgroup discovery task, a method to identify a subgroup of interesting patterns that is related to a dependent variable or target attribute. This subgroup of patterns satisfies two essential conditions: interpretability and interestingness.

Download or read book Using Genetic Algorithms to Find Technical Trading Rules in Financial Markets written by Risto Karjalainen and published by . This book was released on 1994 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Using Genetic Algorithms to Find Technical Trading Rules written by Christopher J. Neely and published by . This book was released on 1999 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Artificial Neural Nets and Genetic Algorithms written by Vera Kurkova and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first ICANNGA conference, devoted to biologically inspired computational paradigms, Neural Net works and Genetic Algorithms, was held in Innsbruck, Austria, in 1993. The meeting attracted researchers from all over Europe and further afield, who decided that this particular blend of topics should form a theme for a series of biennial conferences. The second meeting, held in Ales, France, in 1995, carried on the tradition set in Innsbruck of a relaxed and stimulating environment for the. exchange of ideas. The series has continued in Norwich, UK, in 1997, and Portoroz, Slovenia, in 1999. The Institute of Computer Science, Czech Academy of Sciences, is pleased to host the fifth conference in Prague. We have chosen the Liechtenstein palace under the Prague Castle as the conference site to enhance the traditionally good atmosphere of the meeting. There is an inspirational genius loci of the historical center of the city, where four hundred years ago a fruitful combination of theoretical and empirical method, through the collaboration of Johannes Kepler and Tycho de Brahe, led to the discovery of the laws of planetary orbits.

Download or read book Mathematical and Statistical Methods for Actuarial Sciences and Finance written by Marco Corazza and published by Springer. This book was released on 2014-08-06 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: The interaction between mathematicians and statisticians has been shown to be an effective approach for dealing with actuarial, insurance and financial problems, both from an academic perspective and from an operative one. The collection of original papers presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and finance fields, all treated in the light of the successful cooperation between the above two quantitative approaches. The papers published in this volume present theoretical and methodological contributions and their applications to real contexts. With respect to the theoretical and methodological contributions, some of the considered areas of investigation are: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methods; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; time series analysis tools. As regards the applications, they are related to real problems associated, among the others, to: banks; collateralized fund obligations; credit portfolios; defined benefit pension plans; double-indexed pension annuities; efficient-market hypothesis; exchange markets; financial time series; firms; hedge funds; non-life insurance companies; returns distributions; socially responsible mutual funds; unit-linked contracts. This book is aimed at academics, Ph.D. students, practitioners, professionals and researchers. But it will also be of interest to readers with some quantitative background knowledge.

Download or read book Stock Exchange Trading Using Grid Pattern Optimized by A Genetic Algorithm with Speciation written by Tiago Martins and published by Springer Nature. This book was released on 2021-07-08 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a genetic algorithm that optimizes a grid template pattern detector to find the best point to trade in the SP 500. The pattern detector is based on a template using a grid of weights with a fixed size. The template takes in consideration not only the closing price but also the open, high, and low values of the price during the period under testing in contrast to the traditional methods of analysing only the closing price. Each cell of the grid encompasses a score, and these are optimized by an evolutionary genetic algorithm that takes genetic diversity into consideration through a speciation routine, giving time for each individual of the population to be optimized within its own niche. With this method, the system is able to present better results and improves the results compared with other template approaches. The tests considered real data from the stock market and against state-of-the-art solutions, namely the ones using a grid of weights which does not have a fixed size and non-speciated approaches. During the testing period, the presented solution had a return of 21.3% compared to 10.9% of the existing approaches. The use of speciation was able to increase the returns of some results as genetic diversity was taken into consideration.

Download or read book Development of Trading Systems using Genetic Programming with a Case Study written by Holger Hartmann and published by GRIN Verlag. This book was released on 2012-03-02 with total page 99 pages. Available in PDF, EPUB and Kindle. Book excerpt: Diploma Thesis from the year 2007 in the subject Computer Science - Programming, grade: 1.7, University of Hamburg, language: English, abstract: In this thesis Genetic Progrmming is used to create trading systems for the EUR/USD foreign exchange market using intraday data. In addition to the exchange rates several moving averages are used as inputs. The developed evolutionary algorithm extends the framework ECJ. The created trading systems are being evaluated by a fitness function that consists of a trading simulation. Genetic operators have been adapted to support "node weights". By using these on the one hand macromutaion is tried to be reduced on the other hand the interpretability of the created trading systems is tried to be improved. Results of experiments show that created trading systems are apparently successfull in profitably using informations contained within the exchange rates. Profits of the created trading systems are maximized by using the optimal position size. It is shown that if the minimum investment period is met the achieved results are optimal even when taking into account the used risk adjusted performance figure.

Download or read book Advances in Computing and Communications Part I written by Ajith Abraham and published by Springer. This book was released on 2011-07-08 with total page 771 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the first part of a four-volume set (CCIS 190, CCIS 191, CCIS 192, CCIS 193), which constitutes the refereed proceedings of the First International Conference on Computing and Communications, ACC 2011, held in Kochi, India, in July 2011. The 68 revised full papers presented in this volume were carefully reviewed and selected from a large number of submissions. The papers are organized in topical sections on ad hoc networks; advanced micro architecture techniques; autonomic and context-aware computing; bioinformatics and bio-computing; cloud, cluster, grid and P2P computing; cognitive radio and cognitive networks; cyber forensics; database and information systems.

Download or read book Nature Inspired Algorithms and Applications written by S. Balamurugan and published by John Wiley & Sons. This book was released on 2021-12-14 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: NATURE-INSPIRED ALGORITHMS AND APPLICATIONS The book’s unified approach of balancing algorithm introduction, theoretical background and practical implementation, complements extensive literature with well-chosen case studies to illustrate how these algorithms work. Inspired by the world around them, researchers are gathering information that can be developed for use in areas where certain practical applications of nature-inspired computation and machine learning can be applied. This book is designed to enhance the reader’s understanding of this process by portraying certain practical applications of nature-inspired algorithms (NIAs) specifically designed to solve complex real-world problems in data analytics and pattern recognition by means of domain-specific solutions. Since various NIAs and their multidisciplinary applications in the mechanical engineering and electrical engineering sectors; and in machine learning, image processing, data mining, and wireless networks are dealt with in detail in this book, it can act as a handy reference guide. Among the subjects of the 12 chapters are: A novel method based on TRIZ to map real-world problems to nature problems Applications of cuckoo search algorithm for optimization problems Performance analysis of nature-inspired algorithms in breast cancer diagnosis Nature-inspired computation in data mining Hybrid bat-genetic algorithm–based novel optimal wavelet filter for compression of image data Efficiency of finding best solutions through ant colony optimization techniques Applications of hybridized algorithms and novel algorithms in the field of machine learning. Audience: Researchers and graduate students in mechanical engineering, electrical engineering, machine learning, image processing, data mining, and wireless networks will find this book very useful.

Download or read book Adaptive and Natural Computing Algorithms written by Bernadete Ribeiro and published by Springer Science & Business Media. This book was released on 2005-03-08 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt: The papers in this volume present theoretical insights and report practical applications both for neural networks, genetic algorithms and evolutionary computation. In the field of natural computing, swarm optimization, bioinformatics and computational biology contributions are no less compelling. A wide selection of contributions report applications of neural networks to process engineering, robotics and control. Contributions also abound in the field of evolutionary computation particularly in combinatorial and optimization problems. Many papers are dedicated to machine learning and heuristics, hybrid intelligent systems and soft computing applications. Some papers are devoted to quantum computation. In addition, kernel based algorithms, able to solve tasks other than classification, represent a revolution in pattern recognition bridging existing gaps. Further topics are intelligent signal processing and computer vision.

Download or read book Genetic Algorithms and Investment Strategies written by Richard J. Bauer and published by John Wiley & Sons. This book was released on 1994-03-31 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: When you combine nature's efficiency and the computer's speed, thefinancial possibilities are almost limitless. Today's traders andinvestment analysts require faster, sleeker weaponry in today'sruthless financial marketplace. Battles are now waged at computerspeed, with skirmishes lasting not days or weeks, but mere hours.In his series of influential articles, Richard Bauer has shown whythese professionals must add new computerized decision-making toolsto their arsenal if they are to succeed. In Genetic Algorithms andInvestment Strategies, he uniquely focuses on the most powerfulweapon of all, revealing how the speed, power, and flexibility ofGAs can help them consistently devise winning investmentstrategies. The only book to demonstrate how GAs can workeffectively in the world of finance, it first describes thebiological and historical bases of GAs as well as othercomputerized approaches such as neural networks and chaos theory.It goes on to compare their uses, advantages, and overallsuperiority of GAs. In subsequently presenting a basic optimizationproblem, Genetic Algorithms and Investment Strategies outlines theessential steps involved in using a GA and shows how it mimicsnature's evolutionary process by moving quickly toward anear-optimal solution. Introduced to advanced variations ofessential GA procedures, readers soon learn how GAs can be usedto: * Solve large, complex problems and smaller sets of problems * Serve the needs of traders with widely different investmentphilosophies * Develop sound market timing trading rules in the stock and bondmarkets * Select profitable individual stocks and bonds * Devise powerful portfolio management systems Complete with information on relevant software programs, a glossaryof GA terminology, and an extensive bibliography coveringcomputerized approaches and market timing, Genetic Algorithms andInvestment Strategies unveils in clear, nontechnical language aremarkably efficient strategic decision-making process that, whenimaginatively used, enables traders and investment analysts to reapsignificant financial rewards.