Genetic Algorithms And Applications For Stock Trading Optimization
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Genetic Algorithms And Applications For Stock Trading Optimization
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Author : Kapoor, Vivek
language : en
Publisher: IGI Global
Release Date : 2021-06-25
Genetic Algorithms And Applications For Stock Trading Optimization written by Kapoor, Vivek and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-25 with Computers categories.
Genetic algorithms (GAs) are based on Darwin’s theory of natural selection and survival of the fittest. They are designed to competently look for solutions to big and multifaceted problems. Genetic algorithms are wide groups of interrelated events with divided steps. Each step has dissimilarities, which leads to a broad range of connected actions. Genetic algorithms are used to improve trading systems, such as to optimize a trading rule or parameters of a predefined multiple indicator market trading system. Genetic Algorithms and Applications for Stock Trading Optimization is a complete reference source to genetic algorithms that explains how they might be used to find trading strategies, as well as their use in search and optimization. It covers the functions of genetic algorithms internally, computer implementation of pseudo-code of genetic algorithms in C++, technical analysis for stock market forecasting, and research outcomes that apply in the stock trading system. This book is ideal for computer scientists, IT specialists, data scientists, managers, executives, professionals, academicians, researchers, graduate-level programs, research programs, and post-graduate students of engineering and science.
Genetic Algorithms And Investment Strategies
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Author : Richard J. Bauer
language : en
Publisher: John Wiley & Sons
Release Date : 1994-03-31
Genetic Algorithms And Investment Strategies written by Richard J. Bauer and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-03-31 with Business & Economics categories.
When you combine nature's efficiency and the computer's speed, thefinancial possibilities are almost limitless. Today's traders andinvestment analysts require faster, sleeker weaponry in today'sruthless financial marketplace. Battles are now waged at computerspeed, with skirmishes lasting not days or weeks, but mere hours.In his series of influential articles, Richard Bauer has shown whythese professionals must add new computerized decision-making toolsto their arsenal if they are to succeed. In Genetic Algorithms andInvestment Strategies, he uniquely focuses on the most powerfulweapon of all, revealing how the speed, power, and flexibility ofGAs can help them consistently devise winning investmentstrategies. The only book to demonstrate how GAs can workeffectively in the world of finance, it first describes thebiological and historical bases of GAs as well as othercomputerized approaches such as neural networks and chaos theory.It goes on to compare their uses, advantages, and overallsuperiority of GAs. In subsequently presenting a basic optimizationproblem, Genetic Algorithms and Investment Strategies outlines theessential steps involved in using a GA and shows how it mimicsnature's evolutionary process by moving quickly toward anear-optimal solution. Introduced to advanced variations ofessential GA procedures, readers soon learn how GAs can be usedto: * Solve large, complex problems and smaller sets of problems * Serve the needs of traders with widely different investmentphilosophies * Develop sound market timing trading rules in the stock and bondmarkets * Select profitable individual stocks and bonds * Devise powerful portfolio management systems Complete with information on relevant software programs, a glossaryof GA terminology, and an extensive bibliography coveringcomputerized approaches and market timing, Genetic Algorithms andInvestment Strategies unveils in clear, nontechnical language aremarkably efficient strategic decision-making process that, whenimaginatively used, enables traders and investment analysts to reapsignificant financial rewards.
Genetic Algorithms In Applications
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Author : Rustem Popa
language : en
Publisher: BoD – Books on Demand
Release Date : 2012-03-21
Genetic Algorithms In Applications written by Rustem Popa and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-21 with Computers categories.
Genetic Algorithms (GAs) are one of several techniques in the family of Evolutionary Algorithms - algorithms that search for solutions to optimization problems by "evolving" better and better solutions. Genetic Algorithms have been applied in science, engineering, business and social sciences. This book consists of 16 chapters organized into five sections. The first section deals with some applications in automatic control, the second section contains several applications in scheduling of resources, and the third section introduces some applications in electrical and electronics engineering. The next section illustrates some examples of character recognition and multi-criteria classification, and the last one deals with trading systems. These evolutionary techniques may be useful to engineers and scientists in various fields of specialization, who need some optimization techniques in their work and who may be using Genetic Algorithms in their applications for the first time. These applications may be useful to many other people who are getting familiar with the subject of Genetic Algorithms.
Biologically Inspired Algorithms For Financial Modelling
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Author : Anthony Brabazon
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-02-10
Biologically Inspired Algorithms For Financial Modelling written by Anthony Brabazon and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-02-10 with Business & Economics categories.
Explains computer trading on financial markets and the difficulties faced in financial market modeling. This book was written for specialists in the finance community who want to apply BIAs in financial modeling, and for computer scientists who want an introduction to this growing application domain.
Stock Exchange Trading Using Grid Pattern Optimized By A Genetic Algorithm With Speciation
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Author : Tiago Martins
language : en
Publisher: Springer Nature
Release Date : 2021-07-08
Stock Exchange Trading Using Grid Pattern Optimized By A Genetic Algorithm With Speciation written by Tiago Martins and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-07-08 with Technology & Engineering categories.
This book presents a genetic algorithm that optimizes a grid template pattern detector to find the best point to trade in the SP 500. The pattern detector is based on a template using a grid of weights with a fixed size. The template takes in consideration not only the closing price but also the open, high, and low values of the price during the period under testing in contrast to the traditional methods of analysing only the closing price. Each cell of the grid encompasses a score, and these are optimized by an evolutionary genetic algorithm that takes genetic diversity into consideration through a speciation routine, giving time for each individual of the population to be optimized within its own niche. With this method, the system is able to present better results and improves the results compared with other template approaches. The tests considered real data from the stock market and against state-of-the-art solutions, namely the ones using a grid of weights which does not have a fixed size and non-speciated approaches. During the testing period, the presented solution had a return of 21.3% compared to 10.9% of the existing approaches. The use of speciation was able to increase the returns of some results as genetic diversity was taken into consideration.
Advanced Trading Rules
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Author : Emmanual Acar
language : en
Publisher: Butterworth-Heinemann
Release Date : 2002-06-05
Advanced Trading Rules written by Emmanual Acar and has been published by Butterworth-Heinemann this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-06-05 with Business & Economics categories.
Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world's leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems. It is indispensable reading if you are involved in the derivatives, fixed income, foreign exchange and equities markets. Advanced Trading Rules demonstrates how to apply econometrics, computer modelling, technical and quantitative analysis to generate superior returns, showing how you can stay ahead of the curve by finding out why certain methods succeed or fail. Profit from this book by understanding how to use: stochastic properties of trading strategies; technical indicators; neural networks; genetic algorithms; quantitative techniques; charts. Financial markets professionals will discover a wealth of applicable ideas and methods to help them to improve their performance and profits. Students and academics working in this area will also benefit from the rigorous and theoretically sound analysis of this dynamic and exciting area of finance. The essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers Provides a complete overview of cutting edge financial markets trading rules, including new material on technical analysis and evaluation Demonstrates how to apply econometrics, computer modeling, technical and quantitative analysis to generate superior returns
An Introduction To High Frequency Finance
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Author : Ramazan Gençay
language : en
Publisher: Elsevier
Release Date : 2001-05-29
An Introduction To High Frequency Finance written by Ramazan Gençay and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-05-29 with Business & Economics categories.
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.
Proceedings Of The Xv International Symposium Symorg 2016
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Author : Ondrej Jaško
language : en
Publisher: University of Belgrade, Faculty of Organizational Sciences
Release Date : 2016-06-03
Proceedings Of The Xv International Symposium Symorg 2016 written by Ondrej Jaško and has been published by University of Belgrade, Faculty of Organizational Sciences this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-03 with Business & Economics categories.
Nature Inspired Algorithms And Applications
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Author : S. Balamurugan
language : en
Publisher: John Wiley & Sons
Release Date : 2021-12-14
Nature Inspired Algorithms And Applications written by S. Balamurugan and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-12-14 with Computers categories.
NATURE-INSPIRED ALGORITHMS AND APPLICATIONS The book’s unified approach of balancing algorithm introduction, theoretical background and practical implementation, complements extensive literature with well-chosen case studies to illustrate how these algorithms work. Inspired by the world around them, researchers are gathering information that can be developed for use in areas where certain practical applications of nature-inspired computation and machine learning can be applied. This book is designed to enhance the reader’s understanding of this process by portraying certain practical applications of nature-inspired algorithms (NIAs) specifically designed to solve complex real-world problems in data analytics and pattern recognition by means of domain-specific solutions. Since various NIAs and their multidisciplinary applications in the mechanical engineering and electrical engineering sectors; and in machine learning, image processing, data mining, and wireless networks are dealt with in detail in this book, it can act as a handy reference guide. Among the subjects of the 12 chapters are: A novel method based on TRIZ to map real-world problems to nature problems Applications of cuckoo search algorithm for optimization problems Performance analysis of nature-inspired algorithms in breast cancer diagnosis Nature-inspired computation in data mining Hybrid bat-genetic algorithm–based novel optimal wavelet filter for compression of image data Efficiency of finding best solutions through ant colony optimization techniques Applications of hybridized algorithms and novel algorithms in the field of machine learning. Audience: Researchers and graduate students in mechanical engineering, electrical engineering, machine learning, image processing, data mining, and wireless networks will find this book very useful.
Designing Stock Market Trading Systems
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Author : Bruce Vanstone
language : en
Publisher: Harriman House Limited
Release Date : 2010-08-23
Designing Stock Market Trading Systems written by Bruce Vanstone and has been published by Harriman House Limited this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-08-23 with Business & Economics categories.
In Designing Stock Market Trading Systems Bruce Vanstone and Tobias Hahn guide you through their tried and tested methodology for building rule-based stock market trading systems using both fundamental and technical data. This book shows the steps required to design and test a trading system until a trading edge is found, how to use artificial neural networks and soft computing to discover an edge and exploit it fully. Learn how to build trading systems with greater insight and dependability than ever before Most trading systems today fail to incorporate data from existing research into their operation. This is where Vanstone and Hahn's methodology is unique. Designed to integrate the best of past research on the workings of financial markets into the building of new trading systems, this synthesis helps produce stock market trading systems with unrivalled depth and accuracy. This book therefore includes a detailed review of key academic research, showing how to test existing research, how to take advantage of it by developing it into a rule-based trading system, and how to improve it with artificial intelligence techniques. The ideas and methods described in this book have been tried and tested in the heat of the market. They have been used by hedge funds to build their trading systems. Now you can use them too.