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Volumn 3039, Issue , 2004, Pages 843-850

Stocks' trading system based on the particle swarm optimization algorithm

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; ARTIFICIAL INTELLIGENCE; COMMERCE; DECISION MAKING; INVESTMENTS; OPTIMIZATION; PARTICLE SWARM OPTIMIZATION (PSO);

EID: 33746628680     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-25944-2_109     Document Type: Article
Times cited : (21)

References (12)
  • 2
    • 0042654854 scopus 로고    scopus 로고
    • Adapting Particle Swarm Optimization to Dynamic Environments
    • Las Vegas
    • Carlisle A., Dozier G.: Adapting Particle Swarm Optimization to Dynamic Environments. 2000 ICAI Proceedings, Las Vegas (2000) 429-434
    • (2000) 2000 ICAI Proceedings , pp. 429-434
    • Carlisle, A.1    Dozier, G.2
  • 4
    • 36849071049 scopus 로고    scopus 로고
    • Optimizing the Sharpe Ration for a Rank Based Trading System
    • Springer-Verlag, New York
    • Hellstrom T.: Optimizing the Sharpe Ration for a Rank Based Trading System. Lecture Notes in Artificial Intelligence, LNA 2258. Springer-Verlag, New York (2001)
    • (2001) Lecture Notes in Artificial Intelligence, LNA , vol.2258
    • Hellstrom, T.1
  • 5
    • 35048855908 scopus 로고    scopus 로고
    • Interactive Brokers
    • Interactive Brokers: http://www.interactivebrokers.com. Current as of February 9th, 2004.
  • 6
    • 0030130753 scopus 로고    scopus 로고
    • Designing a Neural Network for Forecasting Financial and Economic Time Series
    • Kaastra I., Milton B.: Designing a Neural Network for Forecasting Financial and Economic Time Series. Neurocomputing (1996)
    • (1996) Neurocomputing
    • Kaastra, I.1    Milton, B.2
  • 8
    • 77953165313 scopus 로고    scopus 로고
    • An Investigation into Optimization Strategies of Genetic Algorithms and Swarm Intelligence
    • Khalil A.S.: An Investigation into Optimization Strategies of Genetic Algorithms and Swarm Intelligence. Artificial Life (2001)
    • (2001) Artificial Life
    • Khalil, A.S.1
  • 10
    • 70349406797 scopus 로고    scopus 로고
    • Financial Forecasting Through Unsupervised Clustering and Evolutionary Trained Neural Networks
    • Canberra Australia
    • Pavlidis N.G., Tasoulis D.,Vrahatis M.N.: Financial Forecasting Through Unsupervised Clustering and Evolutionary Trained Neural Networks. 2003 Congress on Evolutionary Computation, Canberra Australia (2003)
    • (2003) 2003 Congress on Evolutionary Computation
    • Pavlidis, N.G.1    Tasoulis, D.2    Vrahatis, M.N.3
  • 11
    • 11144287996 scopus 로고    scopus 로고
    • Stock Trading Systems Based on Stock's Price Ranks
    • Simutis R.: Stock Trading Systems Based on Stock's Price Ranks (in Lithuanian). Ekonomika (2003)
    • (2003) Ekonomika
    • Simutis, R.1
  • 12
    • 0024124328 scopus 로고
    • Economic Prediction Using Neural Networks: The Case of IBM Daily Stock Returns
    • San Diego
    • White H.: Economic Prediction Using Neural Networks: The Case of IBM Daily Stock Returns. IEEE International Conference on Neural Networks, San Diego (1988)
    • (1988) IEEE International Conference on Neural Networks
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.