Pretests for Genetic-Programming Evolved Trading Programs : "zero-intelligence" Strategies and Lottery Trading
Identifieur interne : 005762 ( Main/Merge ); précédent : 005761; suivant : 005763Pretests 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 ] ; 2006.
Descripteurs français
- Pascal (Inist)
- Wicri :
- topic : Intelligence artificielle.
English descriptors
- KwdEn :
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.
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Pascal:08-0053967Le document en format XML
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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.</div></front></TEI><affiliations><list><country><li>France</li><li>Taïwan</li></country><region><li>Grand Est</li><li>Lorraine (région)</li></region><settlement><li>Vandoeuvre</li></settlement></list><tree><country name="Taïwan"><noRegion><name sortKey="Chen, Shu Heng" sort="Chen, Shu Heng" uniqKey="Chen S" first="Shu-Heng" last="Chen">Shu-Heng Chen</name></noRegion><name sortKey="Navet, Nicolas" sort="Navet, Nicolas" uniqKey="Navet N" first="Nicolas" last="Navet">Nicolas Navet</name></country><country name="France"><region name="Grand Est"><name sortKey="Navet, Nicolas" sort="Navet, Nicolas" uniqKey="Navet N" first="Nicolas" last="Navet">Nicolas Navet</name></region></country></tree></affiliations></record>Pour manipuler ce document sous Unix (Dilib)
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