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  • Our intention is to evolve agents genetically to maximize their stock price prediction ability. A newly designed stock price prediction algorithm benchmark is used as a fitness function. A portfolio of seven US blue-chip stocks has been set for experimental purposes. We use daily time series of stock prices from 2000 to 2011 divided into two segments, in-sample for genetic algorithm evolution and out-of-sample for evaluation. Agents act as prediction algorithms based on Japanese candlestick patterns expressed as logical formulas and encoded by a tree encoding. Evaluation by the benchmark shows this is a promising way to develop successful stock prices prediction algorithm.
  • Our intention is to evolve agents genetically to maximize their stock price prediction ability. A newly designed stock price prediction algorithm benchmark is used as a fitness function. A portfolio of seven US blue-chip stocks has been set for experimental purposes. We use daily time series of stock prices from 2000 to 2011 divided into two segments, in-sample for genetic algorithm evolution and out-of-sample for evaluation. Agents act as prediction algorithms based on Japanese candlestick patterns expressed as logical formulas and encoded by a tree encoding. Evaluation by the benchmark shows this is a promising way to develop successful stock prices prediction algorithm. (en)
Title
  • Genetically evolved agents for stock price prediction
  • Genetically evolved agents for stock price prediction (en)
skos:prefLabel
  • Genetically evolved agents for stock price prediction
  • Genetically evolved agents for stock price prediction (en)
skos:notation
  • RIV/47813059:19240/13:#0004804!RIV14-MSM-19240___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(ED1.1.00/02.0070)
http://linked.open...iv/cisloPeriodika
  • 2
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 76400
http://linked.open...ai/riv/idVysledku
  • RIV/47813059:19240/13:#0004804
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Agent; Genetic algorithm; Stock market; Time series (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • HU - Maďarsko
http://linked.open...ontrolniKodProRIV
  • [16C53DB9113D]
http://linked.open...i/riv/nazevZdroje
  • Acta Polytechnica Hungarica
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 10
http://linked.open...iv/tvurceVysledku
  • Sosík, Petr
  • Jakel, Milan
issn
  • 1785-8860
number of pages
http://localhost/t...ganizacniJednotka
  • 19240
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