Mining Optimal Technical Trading Rules With Genetic Algorithms
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Author | : Kapoor, Vivek |
Publisher | : IGI Global |
Total Pages | : 262 |
Release | : 2021-06-25 |
Genre | : Computers |
ISBN | : 1799841065 |
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.
Author | : Vera Kurkova |
Publisher | : Springer Science & Business Media |
Total Pages | : 528 |
Release | : 2001-04-11 |
Genre | : Computers |
ISBN | : 9783211836514 |
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.
Author | : Tiago Martins |
Publisher | : Springer Nature |
Total Pages | : 68 |
Release | : 2021-07-08 |
Genre | : Technology & Engineering |
ISBN | : 3030766802 |
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.
Author | : Ajith Abraham |
Publisher | : Springer |
Total Pages | : 771 |
Release | : 2011-07-08 |
Genre | : Computers |
ISBN | : 3642227090 |
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.
Author | : S. Balamurugan |
Publisher | : John Wiley & Sons |
Total Pages | : 384 |
Release | : 2021-11-18 |
Genre | : Computers |
ISBN | : 1119681669 |
Mit diesem Buch soll aufgezeigt werden, wie von der Natur inspirierte Berechnungen eine praktische Anwendung im maschinellen Lernen finden, damit wir ein besseres Verständnis für die Welt um uns herum entwickeln. Der Schwerpunkt liegt auf der Darstellung und Präsentation aktueller Entwicklungen in den Bereichen, in denen von der Natur inspirierte Algorithmen speziell konzipiert und angewandt werden, um komplexe reale Probleme in der Datenanalyse und Mustererkennung zu lösen, und zwar durch Anwendung fachspezifischer Lösungen. Mit einer detaillierten Beschreibung verschiedener, von der Natur inspirierter Algorithmen und ihrer multidisziplinären Anwendung (beispielsweise in Maschinenbau und Elektrotechnik, beim maschinellen Lernen, in der Bildverarbeitung, beim Data Mining und in Drahtlosnetzwerken) ist dieses Buch ein praktisches Nachschlagewerk.
Author | : Marco Corazza |
Publisher | : Springer |
Total Pages | : 312 |
Release | : 2014-08-06 |
Genre | : Mathematics |
ISBN | : 331902499X |
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.
Author | : Emmanual Acar |
Publisher | : Elsevier |
Total Pages | : 468 |
Release | : 2002-05-23 |
Genre | : Political Science |
ISBN | : 0080493432 |
Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world's leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems. It is indispensable reading if you are involved in the derivatives, fixed income, foreign exchange and equities markets. Advanced Trading Rules demonstrates how to apply econometrics, computer modelling, technical and quantitative analysis to generate superior returns, showing how you can stay ahead of the curve by finding out why certain methods succeed or fail. Profit from this book by understanding how to use: stochastic properties of trading strategies; technical indicators; neural networks; genetic algorithms; quantitative techniques; charts. Financial markets professionals will discover a wealth of applicable ideas and methods to help them to improve their performance and profits. Students and academics working in this area will also benefit from the rigorous and theoretically sound analysis of this dynamic and exciting area of finance. - The essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers - Provides a complete overview of cutting edge financial markets trading rules, including new material on technical analysis and evaluation - Demonstrates how to apply econometrics, computer modeling, technical and quantitative analysis to generate superior returns
Author | : Bernadete Ribeiro |
Publisher | : Springer Science & Business Media |
Total Pages | : 568 |
Release | : 2005-03-08 |
Genre | : Computers |
ISBN | : 9783211249345 |
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.
Author | : Shu-Heng Chen |
Publisher | : Springer Science & Business Media |
Total Pages | : 491 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 1461508355 |
After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.
Author | : Petra Perner |
Publisher | : Springer |
Total Pages | : 819 |
Release | : 2016-06-27 |
Genre | : Computers |
ISBN | : 331941920X |
This book constitutes the refereed proceedings of the 12th International Conference on Machine Learning and Data Mining in Pattern Recognition, MLDM 2016, held in New York, NY, USA in July 2016. The 58 regular papers presented in this book were carefully reviewed and selected from 169 submissions. The topics range from theoretical topics for classification, clustering, association rule and pattern mining to specific data mining methods for the different multimedia data types such as image mining, text mining, video mining and Web mining.