DSpace at EWHA: Evolving profitable trading rules with genetic algorithms

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DC Field	Value	Language
dc.contributor.author	신경식	*
dc.date.accessioned	2016-08-28T10:08:39Z	-
dc.date.available	2016-08-28T10:08:39Z	-
dc.date.issued	2012	*
dc.identifier.issn	1343-4500	*
dc.identifier.other	OAK-9130	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/222945	-
dc.description.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.	*
dc.language	English	*
dc.title	Evolving profitable trading rules with genetic algorithms	*
dc.type	Article	*
dc.relation.issue	8	*
dc.relation.volume	15	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	3313	*
dc.relation.lastpage	3321	*
dc.relation.journaltitle	Information	*
dc.identifier.wosid	WOS:000307912700011	*
dc.identifier.scopusid	2-s2.0-84864337119	*
dc.author.google	Shin K.-S.	*
dc.author.google	Kim K.-J.	*
dc.contributor.scopusid	신경식(56927436200)	*
dc.date.modifydate	20240118131805	*