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Volumn 2005, Issue , 2005, Pages 520-525

Adapting particle swarm optimization to stock markets

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; DECISION MAKING; INTELLIGENT AGENTS; INVESTMENTS; MATHEMATICAL MODELS; NEURAL NETWORKS; OPTIMIZATION;

EID: 33746638139     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ISDA.2005.17     Document Type: Conference Paper
Times cited : (14)

References (17)
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    • Blandis, E.1    Simutis, R.2
  • 3
    • 0042654854 scopus 로고    scopus 로고
    • Adapting Particle Swarm Optimization to Dynamic Environments
    • Las Vegas, USA
    • A. Carlisle, G. Dozier, Adapting Particle Swarm Optimization to Dynamic Environments, ICAI Conf. on Artificial Intelligence, Las Vegas, USA, 2000, 199-204.
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    • Carlisle, A.1    Dozier, G.2
  • 5
    • 84947807745 scopus 로고    scopus 로고
    • Comparison Between Genetic Algorithms and Particle Swarm Optimization
    • R.C. Eberhart, Yuhui Shi, Comparison Between Genetic Algorithms and Particle Swarm Optimization, Evolutionary Programming, 1998, 611-616.
    • (1998) Evolutionary Programming , pp. 611-616
    • Eberhart, R.C.1    Shi, Y.2
  • 6
    • 0024876689 scopus 로고
    • Army of Ants: A Collective Intelligence
    • N.R. Franks, Army of Ants: A Collective Intelligence, American Scientist, 77(2), 1989, 138-145.
    • (1989) American Scientist , vol.77 , Issue.2 , pp. 138-145
    • Franks, N.R.1
  • 7
    • 84942134374 scopus 로고    scopus 로고
    • Proceedings of the 2003 IEEE on Swarm Intelligence Symposium
    • SIS '03, 24-26 April, 110 -117
    • V. G. Gudise, G. K. Venayagamoorthy, Comparison of Particle Swarm Optimization and Backpropagation as Training Algorithms for Neural Networks, Proceedings of the 2003 IEEE on Swarm Intelligence Symposium, 2003. SIS '03, 24-26 April, 2003, 110 -117.
    • (2003)
    • Gudise, V.G.1    Venayagamoorthy, G.K.2
  • 8
    • 11144252175 scopus 로고    scopus 로고
    • Optimizing the Sharpe Ration for a Rank Based Trading System
    • Springer-Verlag, New York
    • T. Hellstrom, Optimizing the Sharpe Ration for a Rank Based Trading System, Lecture Notes in Artificial Intelligence, LNA 2258 Springer-Verlag, New York, 2001, 142-155.
    • (2001) Lecture Notes in Artificial Intelligence, LNA 2258 , pp. 142-155
    • Hellstrom, T.1
  • 10
    • 11144260826 scopus 로고    scopus 로고
    • Feb
    • Interactive Brokers, Feb. 2004, http://www.interactivebrokers.com.
    • (2004) Interactive Brokers
  • 11
    • 0030130753 scopus 로고    scopus 로고
    • Designing a Neural Network for Forecasting Financial and Economic Time Series
    • I. Kaastra, B. Milton, Designing a Neural Network for Forecasting Financial and Economic Time Series, Neurocomputing, 10(3), 1996, 215-236.
    • (1996) Neurocomputing , vol.10 , Issue.3 , pp. 215-236
    • Kaastra, I.1    Milton, B.2
  • 12
    • 0037382121 scopus 로고    scopus 로고
    • Application of evolutionary neural network method in predicting pollutant levels in downtown area of Hong Kong
    • W. Z. Lu, H. Y. Fan, S. M. Lo, Application of evolutionary neural network method in predicting pollutant levels in downtown area of Hong Kong, Neurocomputing, vol 51, 2003, 387-400.
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    • Lu, W.Z.1    Fan, H.Y.2    Lo, S.M.3
  • 13
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    • Neural Networks and Genetic Algorithms
    • S. Mirmirani, C.H. Li, Gold Price, Neural Networks and Genetic Algorithms, Computational Economics, 23(2), 2004, 193-200.
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  • 15
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    • Financial Forecasting Through Unsupervised Clustering and Evolutionary Trained Neural Networks
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    • Pavlidis, N.G.1    Tasoulis, D.2    Vrahatis, M.N.3
  • 17
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    • Stock Trading Systems Based on Stock's Price Ranks (in Lithuanian)
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    • Simutis, R.1


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