Genetic Algorithms And Applications For Stock Trading Optimization

Author : Kapoor, Vivek,Dey, Shubhamoy
Publisher : IGI Global
Page : 262 pages
File Size : 49,8 Mb
Release : 2021-06-25
Category : Computers
ISBN : 9781799841067

Get Book

Genetic Algorithms and Applications for Stock Trading Optimization by Kapoor, Vivek,Dey, Shubhamoy Pdf

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 : Richard J. Bauer
Publisher : John Wiley & Sons
Page : 324 pages
File Size : 54,9 Mb
Release : 1994-03-31
Category : Business & Economics
ISBN : 0471576794

Get Book

Genetic Algorithms and Investment Strategies by Richard J. Bauer Pdf

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.

Author : Rustem Popa
Publisher : BoD – Books on Demand
Page : 332 pages
File Size : 52,6 Mb
Release : 2012-03-21
Category : Computers
ISBN : 9789535104001

Get Book

Genetic Algorithms in Applications by Rustem Popa Pdf

Genetic Algorithms (GAs) are one of several techniques in the family of Evolutionary Algorithms - algorithms that search for solutions to optimization problems by "evolving" better and better solutions. Genetic Algorithms have been applied in science, engineering, business and social sciences. This book consists of 16 chapters organized into five sections. The first section deals with some applications in automatic control, the second section contains several applications in scheduling of resources, and the third section introduces some applications in electrical and electronics engineering. The next section illustrates some examples of character recognition and multi-criteria classification, and the last one deals with trading systems. These evolutionary techniques may be useful to engineers and scientists in various fields of specialization, who need some optimization techniques in their work and who may be using Genetic Algorithms in their applications for the first time. These applications may be useful to many other people who are getting familiar with the subject of Genetic Algorithms.

Author : Tiago Martins,Rui Neves
Publisher : Springer Nature
Page : 68 pages
File Size : 44,7 Mb
Release : 2021-07-08
Category : Technology & Engineering
ISBN : 9783030766801

Get Book

Stock Exchange Trading Using Grid Pattern Optimized by A Genetic Algorithm with Speciation by Tiago Martins,Rui Neves Pdf

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 : Shu-Heng Chen
Publisher : Springer Science & Business Media
Page : 491 pages
File Size : 54,9 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9781461508359

Get Book

Genetic Algorithms and Genetic Programming in Computational Finance by Shu-Heng Chen Pdf

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 : Michael Affenzeller,Stefan Wagner,Stephan Winkler,Andreas Beham
Publisher : CRC Press
Page : 395 pages
File Size : 48,7 Mb
Release : 2009-04-09
Category : Computers
ISBN : 9781420011326

Get Book

Genetic Algorithms and Genetic Programming by Michael Affenzeller,Stefan Wagner,Stephan Winkler,Andreas Beham Pdf

Genetic Algorithms and Genetic Programming: Modern Concepts and Practical Applications discusses algorithmic developments in the context of genetic algorithms (GAs) and genetic programming (GP). It applies the algorithms to significant combinatorial optimization problems and describes structure identification using HeuristicLab as a platform for al

Author : Olympia Roeva
Publisher : BoD – Books on Demand
Page : 379 pages
File Size : 51,5 Mb
Release : 2012-03-07
Category : Computers
ISBN : 9789535101468

Get Book

Real-World Applications of Genetic Algorithms by Olympia Roeva Pdf

The book addresses some of the most recent issues, with the theoretical and methodological aspects, of evolutionary multi-objective optimization problems and the various design challenges using different hybrid intelligent approaches. Multi-objective optimization has been available for about two decades, and its application in real-world problems is continuously increasing. Furthermore, many applications function more effectively using a hybrid systems approach. The book presents hybrid techniques based on Artificial Neural Network, Fuzzy Sets, Automata Theory, other metaheuristic or classical algorithms, etc. The book examines various examples of algorithms in different real-world application domains as graph growing problem, speech synthesis, traveling salesman problem, scheduling problems, antenna design, genes design, modeling of chemical and biochemical processes etc.

Author : D. Jude Hemanth
Publisher : Springer Nature
Page : 317 pages
File Size : 55,8 Mb
Release : 2024-06-28
Category : Electronic
ISBN : 9783031563225

Get Book

Innovative Methods in Computer Science and Computational Applications in the Era of Industry 5.0 by D. Jude Hemanth Pdf

Author : John J. Grefenstette
Publisher : Psychology Press
Page : 629 pages
File Size : 51,5 Mb
Release : 2013-08-21
Category : Psychology
ISBN : 9781134989805

Get Book

Genetic Algorithms and their Applications by John J. Grefenstette Pdf

First Published in 1987. This is the collected proceedings of the second International Conference on Genetic Algorithms held at the Massachusetts Institute of Technology, Cambridge, MA on the 28th to the 31st July 1987. With papers on Genetic search theory, Adaptive search operators, representation issues, connectionism and parallelism, credit assignment ad learning, and applications.

Author : Söhnke M. Bartram,Jürgen Branke,Mehrshad Motahari
Publisher : CFA Institute Research Foundation
Page : 95 pages
File Size : 51,7 Mb
Release : 2020-08-28
Category : Business & Economics
ISBN : 9781952927034

Get Book

Artificial Intelligence in Asset Management by Söhnke M. Bartram,Jürgen Branke,Mehrshad Motahari Pdf

Artificial intelligence (AI) has grown in presence in asset management and has revolutionized the sector in many ways. It has improved portfolio management, trading, and risk management practices by increasing efficiency, accuracy, and compliance. In particular, AI techniques help construct portfolios based on more accurate risk and return forecasts and more complex constraints. Trading algorithms use AI to devise novel trading signals and execute trades with lower transaction costs. AI also improves risk modeling and forecasting by generating insights from new data sources. Finally, robo-advisors owe a large part of their success to AI techniques. Yet the use of AI can also create new risks and challenges, such as those resulting from model opacity, complexity, and reliance on data integrity.

Author : Cecilia Di Chio,Anthony Brabazon,Gianni DI CARO,Marc Ebner,Muddassar Farooq,Andreas Fink,Jörn Grahl,Gary Greenfield,Penousal Machado,Michael O'Neill,Ernesto Tarantino,Neil Urquhart
Publisher : Springer Science & Business Media
Page : 504 pages
File Size : 49,6 Mb
Release : 2010-03-25
Category : Computers
ISBN : 9783642122415

Get Book

Applications of Evolutionary Computation by Cecilia Di Chio,Anthony Brabazon,Gianni DI CARO,Marc Ebner,Muddassar Farooq,Andreas Fink,Jörn Grahl,Gary Greenfield,Penousal Machado,Michael O'Neill,Ernesto Tarantino,Neil Urquhart Pdf

This book constitutes the refereed proceedings of the International Workshops on the Applications of Evolutionary Computation, EvoApplications 2010, held in Istanbul, Turkey, in April 2010 colocated with the Evo* 2010 events. Thanks to the large number of submissions received, the proceedings for EvoApplications 2010 are divided across two volumes (LNCS 6024 and 6025). The present volume contains contributions for EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG. The 47 revised full papers presented were carefully reviewed and selected from a total of 86 submissions. This volume presents a careful selection of relevant EC examples combined with a thorough examination of the techniques used in EC. The papers in the volume illustrate the current state of the art in the application of EC and should help and inspire researchers and professionals to develop efficient EC methods for design and problem solving.

Author : Anthony Brabazon,Michael O'Neill
Publisher : Springer Science & Business Media
Page : 276 pages
File Size : 55,5 Mb
Release : 2006-03-28
Category : Computers
ISBN : 9783540313076

Get Book

Biologically Inspired Algorithms for Financial Modelling by Anthony Brabazon,Michael O'Neill Pdf

Predicting the future for financial gain is a difficult, sometimes profitable activity. The focus of this book is the application of biologically inspired algorithms (BIAs) to financial modelling. In a detailed introduction, the authors explain computer trading on financial markets and the difficulties faced in financial market modelling. Then Part I provides a thorough guide to the various bioinspired methodologies – neural networks, evolutionary computing (particularly genetic algorithms and grammatical evolution), particle swarm and ant colony optimization, and immune systems. Part II brings the reader through the development of market trading systems. Finally, Part III examines real-world case studies where BIA methodologies are employed to construct trading systems in equity and foreign exchange markets, and for the prediction of corporate bond ratings and corporate failures. The book was written for those in the finance community who want to apply BIAs in financial modelling, and for computer scientists who want an introduction to this growing application domain.

Author : Salunkhe, Sachin,Hussein, Hussein Mohammed Abdel Moneam,Davim, J. Paulo
Publisher : IGI Global
Page : 240 pages
File Size : 53,8 Mb
Release : 2021-12-31
Category : Technology & Engineering
ISBN : 9781799885184

Get Book

Applications of Artificial Intelligence in Additive Manufacturing by Salunkhe, Sachin,Hussein, Hussein Mohammed Abdel Moneam,Davim, J. Paulo Pdf

After the recent launch of home-based personal 3D printers as well as government funding and company investments in advancing manufacturing initiatives, additive manufacturing has rapidly come to the forefront of discussion and become a more approachable lucrative career of particular interest to the younger generation. It is essential to identify the long-term competitive advantages and how to teach, inspire, and create a resolute community of supporters, learners, and new leaders in this important industry progression. Applications of Artificial Intelligence in Additive Manufacturing provides instruction on how to use artificial intelligence to produce additively manufactured parts. It discusses an overview of the field, the strategic blending of artificial intelligence and additive manufacturing, and features case studies on the various emerging technologies. Covering topics such as artificial intelligence models, experimental investigations, and online detections, this book is an essential resource for engineers, manufacturing professionals, computer scientists, AI scientists, researchers, educators, academicians, and students.

Author : Bruce Vanstone,Tobias Hahn
Publisher : Harriman House Limited
Page : 181 pages
File Size : 43,8 Mb
Release : 2010-08-23
Category : Business & Economics
ISBN : 9780857191359

Get Book

Designing Stock Market Trading Systems by Bruce Vanstone,Tobias Hahn Pdf

In Designing Stock Market Trading Systems Bruce Vanstone and Tobias Hahn guide you through their tried and tested methodology for building rule-based stock market trading systems using both fundamental and technical data. This book shows the steps required to design and test a trading system until a trading edge is found, how to use artificial neural networks and soft computing to discover an edge and exploit it fully. Learn how to build trading systems with greater insight and dependability than ever before Most trading systems today fail to incorporate data from existing research into their operation. This is where Vanstone and Hahn's methodology is unique. Designed to integrate the best of past research on the workings of financial markets into the building of new trading systems, this synthesis helps produce stock market trading systems with unrivalled depth and accuracy. This book therefore includes a detailed review of key academic research, showing how to test existing research, how to take advantage of it by developing it into a rule-based trading system, and how to improve it with artificial intelligence techniques. The ideas and methods described in this book have been tried and tested in the heat of the market. They have been used by hedge funds to build their trading systems. Now you can use them too.

Author : Adrian E. Drake,Robert E. Marks
Publisher : Unknown
Page : 32 pages
File Size : 49,6 Mb
Release : 1998
Category : Genetic algorithms
ISBN : 1862743347

Get Book

Genetic Algorithms in Economics and Finance by Adrian E. Drake,Robert E. Marks Pdf