InforLorV4, Main, Exploration, bibRecord, 005409

Pretests for Genetic-Programming Evolved Trading Programs: “zero-intelligence” Strategies and Lottery Trading

Identifieur interne : 005409 ( Main/Exploration ); précédent : 005408; suivant : 005410

Pretests for Genetic-Programming Evolved Trading Programs: “zero-intelligence” Strategies and Lottery Trading

Auteurs : Shu-Heng Chen [Taïwan] ; Nicolas Navet [Taïwan, France]

Source :

Lecture Notes in Computer Science [ 0302-9743 ]

RBID : ISTEX:BE8606AD2845681E7E572975C406AFFF6F118F4F

Descripteurs français

Pascal (Inist)
- ., Algorithme génétique, Bourse valeurs, Intelligence artificielle, Loterie, Recherche aléatoire, Réseau neuronal.
Wicri :
- topic : Intelligence artificielle.

English descriptors

KwdEn :
- Artificial intelligence, Genetic algorithm, Lottery, Neural network, Random search, Stock exchange.

Abstract

Abstract: Over the last decade, numerous papers have investigated the use of GP for creating financial trading strategies. Typically in the literature results are inconclusive but the investigators always suggest the possibility of further improvements, leaving the conclusion regarding the effectiveness of GP undecided. In this paper, we discuss a series of pretests, based on several variants of random search, aiming at giving more clear-cut answers on whether a GP scheme, or any other machine-learning technique, can be effective with the training data at hand. The analysis is illustrated with GP-evolved strategies for three stock exchanges exhibiting different trends.

Url:

DOI: 10.1007/11893295_50

Affiliations:

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Pretests for Genetic-Programming Evolved Trading Programs: “zero-intelligence” Strategies and Lottery Trading

Pretests for Genetic-Programming Evolved Trading Programs: “zero-intelligence” Strategies and Lottery Trading

Source :

Descripteurs français

English descriptors

Abstract

Links toward previous steps (curation, corpus...)

Le document en format XML

Pour manipuler ce document sous Unix (Dilib)

Pour mettre un lien sur cette page dans le réseau Wicri

	Serveur d'exploration sur la recherche en informatique en Lorraine
	Attention, ce site est en cours de développement ! Attention, site généré par des moyens informatiques à partir de corpus bruts. Les informations ne sont donc pas validées.