Stock exchange trading using grid pattern optimized by a genetic algorithm with speciation : the case of S&P 500 / / Tiago Martins, Rui Neves
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| Autore: |
Martins Tiago
|
| Titolo: |
Stock exchange trading using grid pattern optimized by a genetic algorithm with speciation : the case of S&P 500 / / Tiago Martins, Rui Neves
|
| Pubblicazione: | Cham, Switzerland : , : Springer, , [2021] |
| ©2021 | |
| Descrizione fisica: | 1 online resource (79 pages) |
| Disciplina: | 006.3 |
| Soggetto topico: | Computational intelligence |
| Financial engineering | |
| Persona (resp. second.): | NevesRui |
| Nota di contenuto: | Intro -- Preface -- Contents -- Acronyms -- List of Figures -- List of Tables -- 1 Introduction -- 1.1 Background -- 1.2 Proposed Solution -- 1.3 Main Contribution -- 1.4 Outline -- References -- 2 Related Work -- 2.1 Financial Portfolio and Portfolio Optimization -- 2.2 Stock Market Analysis -- 2.2.1 Technical Indicators -- 2.3 Optimization Techniques -- 2.3.1 Genetic Algorithms -- 2.3.2 Artificial Neural Networks -- 2.3.3 NeuroEvolution -- 2.3.4 NeuroEvolution of Augmenting Topologies -- 2.3.5 Speciation -- 2.4 Pattern Detection -- 2.4.1 Chart Patterns -- 2.4.2 Detection of Perceptually Important Points -- 2.4.3 Application of Templates -- 2.4.4 Application of Rules -- 2.5 Chapter Conclusion -- References -- 3 Architecture -- 3.1 System's Architecture -- 3.2 User Interface -- 3.3 Financial Data -- 3.4 Data Flow and Data Processing -- 3.5 Trading Algorithm -- 3.5.1 Pattern Detection -- 3.5.2 API for Genetic Algorithm -- 3.5.3 Genetic Algorithm and Speciation -- 3.5.4 System Optimizations -- 3.6 Chapter Conclusion -- References -- 4 Evaluation -- 4.1 Tests Scenarios and Objectives -- 4.2 General Setup -- 4.3 Test Scenario 1-FSGW Versus TSAG -- 4.3.1 Parameter Specification -- 4.3.2 Performance Measures -- 4.3.3 Discussion of Results and Illustrative Examples -- 4.4 Test Scenario 2-FSGW with Market Exiting Parameters Depending ... -- 4.4.1 Parameter Specification -- 4.4.2 Performance Measures -- 4.4.3 Discussion of Results and Illustrative Examples -- 4.5 Test Scenario 3-FSGW Using Speciation in GA Versus ... -- 4.5.1 Parameter Specification -- 4.5.2 Performance Measures -- 4.5.3 Discussion of Results and Illustrative Examples -- 4.6 Overall Analysis -- 4.7 Chapter Conclusion -- Reference -- 5 Conclusions and Future Work -- 5.1 Summary and Achievements -- 5.2 Future Work. |
| Titolo autorizzato: | Stock Exchange Trading Using Grid Pattern Optimized by a Genetic Algorithm with Speciation |
| ISBN: | 3-030-76680-2 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910491030403321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
SpringerBriefs in Applied Sciences and Technology