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Erschienen in:
2010 | OriginalPaper | Buchkapitel
Evolutionary Computation and Trade Execution
verfasst von : Wei Cui, Anthony Brabazon, Michael O’Neill
Erschienen in: Natural Computing in Computational Finance
Verlag: Springer Berlin Heidelberg
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Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to the issue of efficient trade execution. Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. This chapter introduces the concept of trade execution and outlines the limited prior work applying evolutionary computing methods for this task. Furthermore, we build an Agent-based Artificial Stock Market and apply a Genetic Algorithm to evolve an efficient trade execution strategy. Finally, we suggest a number of opportunities for future research.