Genetic Algorithms and Applications for Stock Trading Optimization
Genetic Algorithms and Applications for Stock Trading Optimization

Author: Kapoor, Vivek

Publisher: IGI Global

Published: 2021-06-25

Total Pages: 262

ISBN-13: 1799841065

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Genetic algorithms (GAs) are based on Darwin’s theory of natural selection and survival of the fittest. They are designed to competently look for solutions to big and multifaceted problems. Genetic algorithms are wide groups of interrelated events with divided steps. Each step has dissimilarities, which leads to a broad range of connected actions. Genetic algorithms are used to improve trading systems, such as to optimize a trading rule or parameters of a predefined multiple indicator market trading system. Genetic Algorithms and Applications for Stock Trading Optimization is a complete reference source to genetic algorithms that explains how they might be used to find trading strategies, as well as their use in search and optimization. It covers the functions of genetic algorithms internally, computer implementation of pseudo-code of genetic algorithms in C++, technical analysis for stock market forecasting, and research outcomes that apply in the stock trading system. This book is ideal for computer scientists, IT specialists, data scientists, managers, executives, professionals, academicians, researchers, graduate-level programs, research programs, and post-graduate students of engineering and science.

Genetic Algorithms and Investment Strategies
Genetic Algorithms and Investment Strategies

Author: Richard J. Bauer

Publisher: John Wiley & Sons

Published: 1994-03-31

Total Pages: 324

ISBN-13: 9780471576792

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When you combine nature's efficiency and the computer's speed, thefinancial possibilities are almost limitless. Today's traders andinvestment analysts require faster, sleeker weaponry in today'sruthless financial marketplace. Battles are now waged at computerspeed, with skirmishes lasting not days or weeks, but mere hours.In his series of influential articles, Richard Bauer has shown whythese professionals must add new computerized decision-making toolsto their arsenal if they are to succeed. In Genetic Algorithms andInvestment Strategies, he uniquely focuses on the most powerfulweapon of all, revealing how the speed, power, and flexibility ofGAs can help them consistently devise winning investmentstrategies. The only book to demonstrate how GAs can workeffectively in the world of finance, it first describes thebiological and historical bases of GAs as well as othercomputerized approaches such as neural networks and chaos theory.It goes on to compare their uses, advantages, and overallsuperiority of GAs. In subsequently presenting a basic optimizationproblem, Genetic Algorithms and Investment Strategies outlines theessential steps involved in using a GA and shows how it mimicsnature's evolutionary process by moving quickly toward anear-optimal solution. Introduced to advanced variations ofessential GA procedures, readers soon learn how GAs can be usedto: * Solve large, complex problems and smaller sets of problems * Serve the needs of traders with widely different investmentphilosophies * Develop sound market timing trading rules in the stock and bondmarkets * Select profitable individual stocks and bonds * Devise powerful portfolio management systems Complete with information on relevant software programs, a glossaryof GA terminology, and an extensive bibliography coveringcomputerized approaches and market timing, Genetic Algorithms andInvestment Strategies unveils in clear, nontechnical language aremarkably efficient strategic decision-making process that, whenimaginatively used, enables traders and investment analysts to reapsignificant financial rewards.

Genetic Algorithms and Genetic Programming in Computational Finance
Genetic Algorithms and Genetic Programming in Computational Finance

Author: Shu-Heng Chen

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 491

ISBN-13: 1461508355

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After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.

Genetic Algorithms in Applications
Genetic Algorithms in Applications

Author: Rustem Popa

Publisher: BoD – Books on Demand

Published: 2012-03-21

Total Pages: 332

ISBN-13: 9535104004

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Genetic Algorithms (GAs) are one of several techniques in the family of Evolutionary Algorithms - algorithms that search for solutions to optimization problems by "evolving" better and better solutions. Genetic Algorithms have been applied in science, engineering, business and social sciences. This book consists of 16 chapters organized into five sections. The first section deals with some applications in automatic control, the second section contains several applications in scheduling of resources, and the third section introduces some applications in electrical and electronics engineering. The next section illustrates some examples of character recognition and multi-criteria classification, and the last one deals with trading systems. These evolutionary techniques may be useful to engineers and scientists in various fields of specialization, who need some optimization techniques in their work and who may be using Genetic Algorithms in their applications for the first time. These applications may be useful to many other people who are getting familiar with the subject of Genetic Algorithms.

The Evolutionary Foundations of Economics
The Evolutionary Foundations of Economics

Author: Kurt Dopfer

Publisher: Cambridge University Press

Published: 2005-05-23

Total Pages: 604

ISBN-13: 9781139443234

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It is widely recognised that mainstream economics has failed to translate micro consistently into macro economics and to provide endogenous explanations for the continual changes in the economic system. Since the early 1980s, a growing number of economists have been trying to provide answers to these two key questions by applying an evolutionary approach. This new departure has yielded a rich literature with enormous variety, but the unifying principles connecting the various ideas and views presented are, as yet, not apparent. This 2005 volume brings together fifteen original articles from scholars - each of whom has made a significant contribution to the field - in their common effort to reconstruct economics as an evolutionary science. Using meso economics as an analytical entity to bridge micro and macro economics as well as static and dynamic realms, a unified economic theory emerges.

Stock Exchange Trading Using Grid Pattern Optimized by A Genetic Algorithm with Speciation
Stock Exchange Trading Using Grid Pattern Optimized by A Genetic Algorithm with Speciation

Author: Tiago Martins

Publisher: Springer Nature

Published: 2021-07-08

Total Pages: 68

ISBN-13: 3030766802

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This book presents a genetic algorithm that optimizes a grid template pattern detector to find the best point to trade in the SP 500. The pattern detector is based on a template using a grid of weights with a fixed size. The template takes in consideration not only the closing price but also the open, high, and low values of the price during the period under testing in contrast to the traditional methods of analysing only the closing price. Each cell of the grid encompasses a score, and these are optimized by an evolutionary genetic algorithm that takes genetic diversity into consideration through a speciation routine, giving time for each individual of the population to be optimized within its own niche. With this method, the system is able to present better results and improves the results compared with other template approaches. The tests considered real data from the stock market and against state-of-the-art solutions, namely the ones using a grid of weights which does not have a fixed size and non-speciated approaches. During the testing period, the presented solution had a return of 21.3% compared to 10.9% of the existing approaches. The use of speciation was able to increase the returns of some results as genetic diversity was taken into consideration.

New Frontier In Evolutionary Algorithms: Theory And Applications
New Frontier In Evolutionary Algorithms: Theory And Applications

Author: Hitoshi Iba

Publisher: Imperial College Press

Published: 2011-08-26

Total Pages: 317

ISBN-13: 1911299557

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This book delivers theoretical and practical knowledge of Genetic Algorithms (GA) for the purpose of practical applications. It provides a methodology for a GA-based search strategy with the integration of several Artificial Life and Artificial Intelligence techniques, such as memetic concepts, swarm intelligence, and foraging strategies. The development of such tools contributes to better optimizing methodologies when addressing tasks from areas such as robotics, financial forecasting, and data mining in bioinformatics.The emphasis of this book is on applicability to the real world. Tasks from application areas - optimization of the trading rule in foreign exchange (FX) and stock prices, economic load dispatch in power system, exit/door placement for evacuation planning, and gene regulatory network inference in bioinformatics - are studied, and the resultant empirical investigations demonstrate how successful the proposed approaches are when solving real-world tasks of great importance.

Automated Option Trading
Automated Option Trading

Author: Sergey Izraylevich Ph.D.

Publisher: FT Press

Published: 2012-03-12

Total Pages: 302

ISBN-13: 0132491907

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The first and only book of its kind, Automated Options Trading describes a comprehensive, step-by-step process for creating automated options trading systems. Using the authors’ techniques, sophisticated traders can create powerful frameworks for the consistent, disciplined realization of well-defined, formalized, and carefully-tested trading strategies based on their specific requirements. Unlike other books on automated trading, this book focuses specifically on the unique requirements of options, reflecting philosophy, logic, quantitative tools, and valuation procedures that are completely different from those used in conventional automated trading algorithms. Every facet of the authors’ approach is optimized for options, including strategy development and optimization; capital allocation; risk management; performance measurement; back-testing and walk-forward analysis; and trade execution. The authors’ system reflects a continuous process of valuation, structuring and long-term management of investment portfolios (not just individual instruments), introducing systematic approaches for handling portfolios containing option combinations related to different underlying assets. With these techniques, it is finally possible to effectively automate options trading at the portfolio level. This book will be an indispensable resource for serious options traders working individually, in hedge funds, or in other institutions.

Recent Advances in Simulated Evolution and Learning
Recent Advances in Simulated Evolution and Learning

Author: K. C. Tan

Publisher: World Scientific

Published: 2004

Total Pages: 836

ISBN-13: 981256179X

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Inspired by the Darwinian framework of evolution through natural selection and adaptation, the field of evolutionary computation has been growing very rapidly, and is today involved in many diverse application areas. This book covers the latest advances in the theories, algorithms, and applications of simulated evolution and learning techniques. It provides insights into different evolutionary computation techniques and their applications in domains such as scheduling, control and power, robotics, signal processing, and bioinformatics. The book will be of significant value to all postgraduates, research scientists and practitioners dealing with evolutionary computation or complex real-world problems. This book has been selected for coverage in: . OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). OCo CC Proceedings OCo Engineering & Physical Sciences. Sample Chapter(s). Chapter 1: Co-Evolutionary Learning in Strategic Environments (231 KB). Contents: Evolutionary Theory: Using Evolution to Learn User Preferences (S Ujjin & P J Bentley); Evolutionary Learning Strategies for Artificial Life Characters (M L Netto et al.); The Influence of Stochastic Quality Functions on Evolutionary Search (B Sendhoff et al.); A Real-Coded Cellular Genetic Algorithm Inspired by PredatorOCoPrey Interactions (X Li & S Sutherland); Automatic Modularization with Speciated Neural Network Ensemble (V R Khare & X Yao); Evolutionary Applications: Image Classification using Particle Swarm Optimization (M G Omran et al.); Evolution of Fuzzy Rule Based Controllers for Dynamic Environments (J Riley & V Ciesielski); A Genetic Algorithm for Joint Optimization of Spare Capacity and Delay in Self-Healing Network (S Kwong & H W Chong); Joint Attention in the Mimetic Context OCo What is a OC Mimetic SameOCO? (T Shiose et al.); Time Series Forecast with Elman Neural Networks and Genetic Algorithms (L X Xu et al.); and other articles. Readership: Upper level undergraduates, graduate students, academics, researchers and industrialists in artificial intelligence, evolutionary computation, fuzzy logic and neural networks."