An evolutionary approach to define investment strategies based on macroeconomic indicators and VIX data

Abstract

This paper describes a new evolutionary approach to stock market forecasting. This approach can successfully forecast S&P500 Index's Futures price evolution using mainly Macroeconomic Indicators from different regions (United States of America, European Monetary Union and Germany) and measuring its impact using Index's volatility. In addition to the… (More)
DOI: 10.1145/2330784.2331035

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Cite this paper

@inproceedings{Yefimochkin2012AnEA, title={An evolutionary approach to define investment strategies based on macroeconomic indicators and VIX data}, author={Oleksandr Yefimochkin and Rui Ferreira Neves and Nuno Horta}, booktitle={GECCO}, year={2012} }