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Evolving profitable trading rules with genetic algorithms

Title
Evolving profitable trading rules with genetic algorithms
Authors
Shin K.-S.Kim K.-J.
Ewha Authors
신경식
SCOPUS Author ID
신경식scopus
Issue Date
2012
Journal Title
Information
ISSN
1343-4500JCR Link
Citation
vol. 15, no. 8, pp. 3313 - 3321
Indexed
SCOPUS WOS scopus
Abstract
The goal of this study is to mine reasonable trading rules using genetic algorithms (GAs) for the Korea Stock Price Index 200 (KOSPI 200) futures. During the course of this study, we have found trading rules that would have yielded the highest returns over a certain time period using historical data. The simulated results of buying and selling according to the trading rules were outstanding. These experimental results suggest that genetic algorithms are promising methods for extracting profitable trading rules. © 2012 International Information Institute.
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경영대학 > 경영학전공 > Journal papers
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