Stock Exchange Trading Using Grid Pattern Optimized By A Genetic Algorithm With Speciation

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Stock Exchange Trading Using Grid Pattern Optimized by A Genetic Algorithm with Speciation

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

Author : Tiago Martins,Rui Neves
Publisher : Springer Nature
Page : 68 pages
File Size : 46,5 Mb
Release : 2021-07-08
Category : Technology & Engineering
ISBN : 9783030766801

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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.

Genetic Algorithms and Applications for Stock Trading Optimization

Kapoor, Vivek,Dey, Shubhamoy
Genetic Algorithms and Applications for Stock Trading Optimization Book PDF

Author : Kapoor, Vivek,Dey, Shubhamoy
Publisher : IGI Global
Page : 262 pages
File Size : 50,5 Mb
Release : 2021-06-25
Category : Computers
ISBN : 9781799841067

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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.

Trading on the Edge

Guido J. Deboeck
Trading on the Edge Book PDF

Author : Guido J. Deboeck
Publisher : John Wiley & Sons
Page : 426 pages
File Size : 50,9 Mb
Release : 1994-04-18
Category : Business & Economics
ISBN : 0471311006

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Trading on the Edge by Guido J. Deboeck Pdf

Experts from the world's major financial institutions contributed to this work and have already used the newest technologies. Gives proven strategies for using neural networks, algorithms, fuzzy logic and nonlinear data analysis techniques to enhance profitability. The latest analytical breakthroughs, the impact on modern finance theory and practice, including the best ways for profitably applying them to any trading and portfolio management system, are all covered.

Investment Strategies Optimization based on a SAX-GA Methodology

António M.L. Canelas,Rui F.M.F. Neves,Nuno Horta
Investment Strategies Optimization based on a SAX GA Methodology Book PDF

Author : António M.L. Canelas,Rui F.M.F. Neves,Nuno Horta
Publisher : Springer Science & Business Media
Page : 90 pages
File Size : 50,7 Mb
Release : 2012-09-28
Category : Computers
ISBN : 9783642331091

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Investment Strategies Optimization based on a SAX-GA Methodology by António M.L. Canelas,Rui F.M.F. Neves,Nuno Horta Pdf

This book presents a new computational finance approach combining a Symbolic Aggregate approximation (SAX) technique with an optimization kernel based on genetic algorithms (GA). While the SAX representation is used to describe the financial time series, the evolutionary optimization kernel is used in order to identify the most relevant patterns and generate investment rules. The proposed approach considers several different chromosomes structures in order to achieve better results on the trading platform The methodology presented in this book has great potential on investment markets.

Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

João Baúto,Rui Neves,Nuno Horta
Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs Book PDF

Author : João Baúto,Rui Neves,Nuno Horta
Publisher : Springer
Page : 91 pages
File Size : 43,9 Mb
Release : 2018-02-09
Category : Computers
ISBN : 3319733281

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Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs by João Baúto,Rui Neves,Nuno Horta Pdf

This Brief presents a study of SAX/GA, an algorithm to optimize market trading strategies, to understand how the sequential implementation of SAX/GA and genetic operators work to optimize possible solutions. This study is later used as the baseline for the development of parallel techniques capable of exploring the identified points of parallelism that simply focus on accelerating the heavy duty fitness function to a full GPU accelerated GA.

Genetic Algorithms and Investment Strategies

Richard J. Bauer
Genetic Algorithms and Investment Strategies Book PDF

Author : Richard J. Bauer
Publisher : John Wiley & Sons
Page : 324 pages
File Size : 43,7 Mb
Release : 1994-03-31
Category : Business & Economics
ISBN : 0471576794

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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.

Introduction to Evolutionary Computing

Agoston E. Eiben,J.E. Smith
Introduction to Evolutionary Computing Book PDF

Author : Agoston E. Eiben,J.E. Smith
Publisher : Springer Science & Business Media
Page : 307 pages
File Size : 49,7 Mb
Release : 2013-03-14
Category : Computers
ISBN : 9783662050941

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Introduction to Evolutionary Computing by Agoston E. Eiben,J.E. Smith Pdf

The first complete overview of evolutionary computing, the collective name for a range of problem-solving techniques based on principles of biological evolution, such as natural selection and genetic inheritance. The text is aimed directly at lecturers and graduate and undergraduate students. It is also meant for those who wish to apply evolutionary computing to a particular problem or within a given application area. The book contains quick-reference information on the current state-of-the-art in a wide range of related topics, so it is of interest not just to evolutionary computing specialists but to researchers working in other fields.

Genetic Algorithms in Search, Optimization, and Machine Learning

David Edward Goldberg
Genetic Algorithms in Search Optimization and Machine Learning Book PDF

Author : David Edward Goldberg
Publisher : Addison-Wesley Professional
Page : 436 pages
File Size : 40,5 Mb
Release : 1989
Category : Computers
ISBN : UOM:39015023852034

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Genetic Algorithms in Search, Optimization, and Machine Learning by David Edward Goldberg Pdf

A gentle introduction to genetic algorithms. Genetic algorithms revisited: mathematical foundations. Computer implementation of a genetic algorithm. Some applications of genetic algorithms. Advanced operators and techniques in genetic search. Introduction to genetics-based machine learning. Applications of genetics-based machine learning. A look back, a glance ahead. A review of combinatorics and elementary probability. Pascal with random number generation for fortran, basic, and cobol programmers. A simple genetic algorithm (SGA) in pascal. A simple classifier system(SCS) in pascal. Partition coefficient transforms for problem-coding analysis.

Adaptation in Natural and Artificial Systems

John H. Holland
Adaptation in Natural and Artificial Systems Book PDF

Author : John H. Holland
Publisher : MIT Press
Page : 236 pages
File Size : 47,7 Mb
Release : 1992-04-29
Category : Psychology
ISBN : 0262581116

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Adaptation in Natural and Artificial Systems by John H. Holland Pdf

Genetic algorithms are playing an increasingly important role in studies of complex adaptive systems, ranging from adaptive agents in economic theory to the use of machine learning techniques in the design of complex devices such as aircraft turbines and integrated circuits. Adaptation in Natural and Artificial Systems is the book that initiated this field of study, presenting the theoretical foundations and exploring applications. In its most familiar form, adaptation is a biological process, whereby organisms evolve by rearranging genetic material to survive in environments confronting them. In this now classic work, Holland presents a mathematical model that allows for the nonlinearity of such complex interactions. He demonstrates the model's universality by applying it to economics, physiological psychology, game theory, and artificial intelligence and then outlines the way in which this approach modifies the traditional views of mathematical genetics. Initially applying his concepts to simply defined artificial systems with limited numbers of parameters, Holland goes on to explore their use in the study of a wide range of complex, naturally occuring processes, concentrating on systems having multiple factors that interact in nonlinear ways. Along the way he accounts for major effects of coadaptation and coevolution: the emergence of building blocks, or schemata, that are recombined and passed on to succeeding generations to provide, innovations and improvements.

An Introduction to Genetic Algorithms

Melanie Mitchell
An Introduction to Genetic Algorithms Book PDF

Author : Melanie Mitchell
Publisher : MIT Press
Page : 226 pages
File Size : 55,9 Mb
Release : 1998-03-02
Category : Computers
ISBN : 0262631857

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An Introduction to Genetic Algorithms by Melanie Mitchell Pdf

Genetic algorithms have been used in science and engineering as adaptive algorithms for solving practical problems and as computational models of natural evolutionary systems. This brief, accessible introduction describes some of the most interesting research in the field and also enables readers to implement and experiment with genetic algorithms on their own. It focuses in depth on a small set of important and interesting topics—particularly in machine learning, scientific modeling, and artificial life—and reviews a broad span of research, including the work of Mitchell and her colleagues. The descriptions of applications and modeling projects stretch beyond the strict boundaries of computer science to include dynamical systems theory, game theory, molecular biology, ecology, evolutionary biology, and population genetics, underscoring the exciting "general purpose" nature of genetic algorithms as search methods that can be employed across disciplines. An Introduction to Genetic Algorithms is accessible to students and researchers in any scientific discipline. It includes many thought and computer exercises that build on and reinforce the reader's understanding of the text. The first chapter introduces genetic algorithms and their terminology and describes two provocative applications in detail. The second and third chapters look at the use of genetic algorithms in machine learning (computer programs, data analysis and prediction, neural networks) and in scientific models (interactions among learning, evolution, and culture; sexual selection; ecosystems; evolutionary activity). Several approaches to the theory of genetic algorithms are discussed in depth in the fourth chapter. The fifth chapter takes up implementation, and the last chapter poses some currently unanswered questions and surveys prospects for the future of evolutionary computation.

Genetic Algorithms and Genetic Programming

Michael Affenzeller,Stefan Wagner,Stephan Winkler,Andreas Beham
Genetic Algorithms and Genetic Programming Book PDF

Author : Michael Affenzeller,Stefan Wagner,Stephan Winkler,Andreas Beham
Publisher : CRC Press
Page : 395 pages
File Size : 48,5 Mb
Release : 2009-04-09
Category : Computers
ISBN : 9781420011326

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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

Parameter Setting in Evolutionary Algorithms

F.J. Lobo,Cláudio F. Lima,Zbigniew Michalewicz
Parameter Setting in Evolutionary Algorithms Book PDF

Author : F.J. Lobo,Cláudio F. Lima,Zbigniew Michalewicz
Publisher : Springer
Page : 318 pages
File Size : 43,6 Mb
Release : 2007-04-03
Category : Technology & Engineering
ISBN : 9783540694328

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Parameter Setting in Evolutionary Algorithms by F.J. Lobo,Cláudio F. Lima,Zbigniew Michalewicz Pdf

One of the main difficulties of applying an evolutionary algorithm (or, as a matter of fact, any heuristic method) to a given problem is to decide on an appropriate set of parameter values. Typically these are specified before the algorithm is run and include population size, selection rate, operator probabilities, not to mention the representation and the operators themselves. This book gives the reader a solid perspective on the different approaches that have been proposed to automate control of these parameters as well as understanding their interactions. The book covers a broad area of evolutionary computation, including genetic algorithms, evolution strategies, genetic programming, estimation of distribution algorithms, and also discusses the issues of specific parameters used in parallel implementations, multi-objective evolutionary algorithms, and practical consideration for real-world applications. It is a recommended read for researchers and practitioners of evolutionary computation and heuristic methods.

Genetic Programming

James A. Foster
Genetic Programming Book PDF

Author : James A. Foster
Publisher : Springer Science & Business Media
Page : 348 pages
File Size : 44,5 Mb
Release : 2002-03-20
Category : Computers
ISBN : 9783540433781

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Genetic Programming by James A. Foster Pdf

This book constitutes the refereed proceedings of the 5th European Conference on Genetic Programming, EuroGP 2002, held in Kinsale, Ireland, in April 2002. The 18 revised full papers and 14 posters presented were carefully reviewed and selected from 42 submissions. All current aspects of genetic programming and genetic algorithms are addressed, ranging from theoretical and foundational issues to applications in a variety of fields.

The Allure of Machinic Life

John Johnston
The Allure of Machinic Life Book PDF

Author : John Johnston
Publisher : MIT Press
Page : 477 pages
File Size : 40,9 Mb
Release : 2008
Category : Artificial intelligence
ISBN : 9780262101264

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The Allure of Machinic Life by John Johnston Pdf

An account of the creation of new forms of life and intelligence in cybernetics, artificial life, and artificial intelligence that analyzes both the similarities and the differences among these sciences in actualizing life.The Allure of Machinic Life

Bioinformatics Computing

Bryan P. Bergeron
Bioinformatics Computing Book PDF

Author : Bryan P. Bergeron
Publisher : Prentice Hall Professional
Page : 472 pages
File Size : 48,8 Mb
Release : 2003
Category : Computers
ISBN : 0131008250

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Bioinformatics Computing by Bryan P. Bergeron Pdf

Comprehensive and concise, this handbook has chapters on computing visualization, large database designs, advanced pattern matching and other key bioinformatics techniques. It is a practical guide to computing in the growing field of Bioinformatics--the study of how information is represented and transmitted in biological systems, starting at the molecular level.