An Application of Genetic Algorithms to the Filter Rule in Stock Trading
محفوظ في:
| المؤلف: | |
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| التنسيق: | artículo original |
| الحالة: | Versión publicada |
| تاريخ النشر: | 2009 |
| الوصف: | In the stock market, here is a rule which is used as a technical tool that allows the involved agents to define a strategy about when to buy or sell their stocks or shares departing from the determination of parameters within a space of search hat may become sufficiently wide or big. In this article we apply the heuristic technique of genetic algorithms in order to find the quasi-optimal combination of parameters that would maximize the capital profits or earnings in the transaction of stocks. |
| البلد: | Portal de Revistas UCR |
| المؤسسة: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| اللغة: | Español |
| OAI Identifier: | oai:portal.revistas.ucr.ac.cr:article/9009 |
| الوصول للمادة أونلاين: | https://revistas.ucr.ac.cr/index.php/reconomicas/article/view/9009 |
| كلمة مفتاحية: | Regla de filtro Ganancias de capital Algoritmos genéticos Optimización combinatoria Caminata aleatoria Filter rule Capital profits Genetic algorithms Optimizing combination Contingent walk |