A Comparison of Genotype Representations to Acquire Stock Trading Strategy Using Genetic Algorithms

@article{Matsui2009ACO,
  title={A Comparison of Genotype Representations to Acquire Stock Trading Strategy Using Genetic Algorithms},
  author={Kazuhiro Matsui and Haruo Sato},
  journal={2009 International Conference on Adaptive and Intelligent Systems},
  year={2009},
  pages={129-134}
}
Automatic trading methods are important issues in recent financial markets. In this paper, we compare some genotype coding methods of technical indicators and their parameters to acquire stock trading strategy using genetic algorithms (GAs). In previous works, the locus-based representation is widely used for encoding technical indicators on chromosomes in GAs, and the direct coding is also widely adopted for encoding the parameters of the indicators. However, these conventional methods are not… CONTINUE READING

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