Stock Timing Using Genetic Algorithms

In this paper, a genetic algorithm to search a set of technical trading rules which gives buying and selling advices about individual stocks is proposed. This approach is tested out of a sample of 24 French stocks among the most important stocks traded on the French market. We show that in most cases, the method outperforms a simple buy and hold strategy. However, we also illustrate the fact that the near-optimal set of rules varies through time and across stocks

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Year of publication:	2011
Authors:	Roger, Patrick
Other Persons:	Korczak, Jerzy (contributor)
Publisher:	[2011]: [S.l.] : SSRN
Subject:	Evolutionärer Algorithmus \| Evolutionary algorithm \| Zeitverwendung \| Time use \| Scheduling-Verfahren \| Scheduling problem
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Applied Stochastic models in Business and Industry, Vol. 18, pp. 121-134, 2002 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 15, 2002 erstellt Volltext nicht verfügbar
Classification:	D81 - Criteria for Decision-Making under Risk and Uncertainty
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013118430