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Volumn , Issue , 2010, Pages 369-372

Neighborhood evaluation in acquiring stock trading strategy using genetic algorithms

Author keywords

Algorithmic trading; Genetic algorithm; Neighborhood evaluation; Overfitting

Indexed keywords

ALGORITHMIC TRADING; FITNESS LANDSCAPE; GENETIC SEARCH; NEIGHBORHOOD EVALUATION; NEIGHBORING POINT; NEW APPROACHES; OVERFITTING; STOCK MARKET; STOCK TRADING; TOKYO STOCK EXCHANGE; TRADING STRATEGIES;

EID: 79951488661     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SOCPAR.2010.5686733     Document Type: Conference Paper
Times cited : (9)

References (7)
  • 5
    • 85008856928 scopus 로고    scopus 로고
    • A real-time adaptive trading system using genetic programming
    • M. A. H. Dempster and C. M. Jones, "A real-time adaptive trading system using genetic programming," Quantitative Finance, 1, pp. 397-413, 2001.
    • (2001) Quantitative Finance , vol.1 , pp. 397-413
    • Dempster, M.A.H.1    Jones, C.M.2
  • 6
    • 74549179040 scopus 로고    scopus 로고
    • A comparison of genotype representations to acquire stock trading strategy using genetic algorithms
    • K. Matsui and H. Sato, "A comparison of genotype representations to acquire stock trading strategy using genetic algorithms," Proc. of Int'l Conf. on Adaptive and Intelligent Systems, pp. 129-134, 2009.
    • (2009) Proc. of Int'l Conf. on Adaptive and Intelligent Systems , pp. 129-134
    • Matsui, K.1    Sato, H.2
  • 7
    • 0000419450 scopus 로고    scopus 로고
    • Minimal generation gap model for gas considering both exploration and exploitation
    • H. Satoh, M. Yamamura and S. Kobayashi, "Minimal generation gap model for Gas considering both exploration and exploitation," Proc. 4th Int'l Conf. on Soft Computing, pp. 494-497, 1996.
    • (1996) Proc. 4th Int'l Conf. on Soft Computing , pp. 494-497
    • Satoh, H.1    Yamamura, M.2    Kobayashi, S.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.