2014 | OriginalPaper | Buchkapitel
Analysis of Dynamic Properties of Stock Market Trading Experts Optimized with an Evolutionary Algorithm
verfasst von : Krzysztof Michalak
Erschienen in: Applications of Evolutionary Computation
Verlag: Springer Berlin Heidelberg
Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.
Wählen Sie Textabschnitte aus um mit Künstlicher Intelligenz passenden Patente zu finden. powered by
Markieren Sie Textabschnitte, um KI-gestützt weitere passende Inhalte zu finden. powered by
This paper concerns optimization of trading experts that are used for generating investment decisions. A population of trading experts is optimized using a dynamic evolutionary algorithm. In the paper a new method is proposed which allows analyzing and visualizing the behaviour of optimized trading experts over a period of time. The application of this method resulted in an observation that during certain intervals of time the behaviour of the optimized trading experts becomes more stable.