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Erschienen in:
2009 | OriginalPaper | Buchkapitel
Building Trade System by Genetic Algorithm
verfasst von : Hua Jiang, Lishan Kang
Erschienen in: Advances in Computation and Intelligence
Verlag: Springer Berlin Heidelberg
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This paper employs a genetic algorithm to evolve an optimized stock market prediction system. The prediction based on a range of technical indicators generates signals to indicate the price movement. The performance of the system is analyzed and compared to market movements as represented by its index. Also investment funds run by professional traders are selected to establish a relative measure of success. The results show that the evolved system outperforms the index and funds in different market environments.