A parallel evolutionary algorithm for technical market indicators optimization
作者： Diego José Bodas-Sagi , Pablo Fernández-Blanco , José Ignacio Hidalgo , Francisco José Soltero-Domingo
DOI: 10.1007/S11047-012-9347-4
关键词:
摘要: This paper deals with the optimization of parameters technical indicators for stock market investment. Price prediction is a problem great complexity and, usually, some are used to predict trends. The main difficulty in using lies deciding set parameter values. We proposed use Multi-Objective Evolutionary Algorithms (MOEAs) obtain best values belonging collection that will help buying and selling shares. experimental results indicate our MOEA offers solution by obtaining improve those obtained through standard parameters. In order reduce execution time necessary parallelize executions. Parallelization show distributing workload multiple processors performance recommended. parallelization has been performed taking advantage idle corporate technology infrastructure. have configured small parallel grid students Labs Computer Science University College.
springer.com
acm.org
sci-hub.se 参考文章(44)
Mahmoud Kaboudan, GP Forecasts of Stock Prices for Profitable Trading Physica, Heidelberg. pp. 359- 381 ,(2002) , 10.1007/978-3-7908-1784-3_19
Carlos A. Coello Coello, Gary B. Lamont, David A. Van Veldhuizen, Evolutionary Algorithms for Solving Multi-Objective Problems (Genetic and Evolutionary Computation) Springer-Verlag New York, Inc.. ,(2006)
Vitoantonio Bevilacqua, Vincenzo Pacelli, Stefano Saladino, A Novel Multi Objective Genetic Algorithm for the Portfolio Optimization Advanced Intelligent Computing. pp. 186- 193 ,(2011) , 10.1007/978-3-642-24728-6_25
Shu-Heng Chen, Hung-Shuo Wang, Byoung-Tak Zhang, Forecasting High-Frequency Financial Time Series with Evolutionary Neural Trees: The Case of Heng-Sheng Stock Index. international conference on artificial intelligence. pp. 437- 443 ,(1999)
Shu-Heng Chen, Evolutionary Computation in Economics and Finance ,(2002)
Erick Cantu-Paz, Efficient and Accurate Parallel Genetic Algorithms ,(2000)
David A. Van Veldhuizen, Gary B. Lamont, Evolutionary algorithms for solving multi-objective problems ,(2002)
Recent Advances in Parallel Virtual Machine and Message Passing Interface Lecture Notes in Computer Science. ,vol. 2840, ,(2003) , 10.1007/978-3-540-87475-1
Esmaeil Hadavandi, Arash Ghanbari, Salman Abbasian-Naghneh, Developing an Evolutionary Neural Network Model for Stock Index Forecasting international conference on intelligent computing. pp. 407- 415 ,(2010) , 10.1007/978-3-642-14831-6_54