Evolving short-term trading strategies using genetic programming

Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600) Pub Date : 2002-05-12 DOI:10.1109/CEC.2002.1004551

Nils Svangård, P. Nordin, Stefan Lloyd, C. Wihlborg

引用次数: 13

Abstract

We have used a linear Genetic Programming system with a multitude of different quotes on financial securities as input in order to evolve an intraday trading strategy for an individual stock, attempting to outperform a simple buy and hold strategy over the same period of time.

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利用遗传编程进化短期交易策略

我们使用了一个线性遗传规划系统，将大量不同的金融证券报价作为输入，以便为单个股票制定一个日内交易策略，试图在同一时期内超越简单的买入并持有策略。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600)

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