不可知论 发表于 2025-3-26 21:34:37

https://doi.org/10.1007/978-3-642-17107-9es alternative implementations of the genetic algorithm, their strengths and weaknesses. Then follows an overview of published applications in finance, with particular focus on the papers of Bauer, Pereira, and Colin in foreign exchange trading. Many other rumored applications remain unpublished.

行业 发表于 2025-3-27 03:13:49

Hans H. Bauer,Frank Huber,Thomas Keller University, Taiwan. Using this software, the instructor can help students without programming background to quickly grasp some essential elements of GP. Along with the demonstration of the software is a list of key issues regarding the effective design of the implementation of GP. Some of the issue

纹章 发表于 2025-3-27 07:40:03

https://doi.org/10.1007/978-3-322-81461-6P learner and demonstrate that it produces trading rules that outperform appropriate buy and hold strategy benchmarks in measures of risk adjusted returns. We compare the results to those attained by using other relevant variables, lags of price and volume, and find that the the message board volume

安定 发表于 2025-3-27 11:50:15

Grundlagen des CVM in Franchisesystemen,olynomial autoregressive models is presented. The system is specialized for time series processing with elaborations in two aspects: 1) preprocessing the given series using data transformations and embedding; and, 2) design of a fitness function for efficient search control that favours accurate, pa

巨硕 发表于 2025-3-27 17:25:22

https://doi.org/10.1007/978-3-319-54774-9enetic classifier and an associated artificial neural network. The resulting experts have been applied to stock market forecasting using technical trading rules as genetic inputs and other inputs—in particular past quotations—for the neural networks. In particular, the former are used to find quasi-

枯燥 发表于 2025-3-27 19:00:08

https://doi.org/10.1007/978-981-19-3593-0asting. The novelty of FGP-2 is that, as a forecasting tool, it provides the user with a handle for tuning the precision against the rate of missing opportunities. This allows the user to pick investment opportunities with greater confidence.

expansive 发表于 2025-3-28 01:42:22

,Spezialthemen und künftige Entwicklungen, trading rules for market indices. A number of markets are analysed; these are the UK’s FTSE, Japan’s Nikkei, and the German DAX. The preliminary findings indicate that the methodology has much potential.

组装 发表于 2025-3-28 05:36:01

http://reply.papertrans.cn/39/3825/382438/382438_38.png

cravat 发表于 2025-3-28 08:31:15

https://doi.org/10.1007/978-3-030-40993-7d the management of investment portfolios. The hybrid system comprises four modules: a genetic algorithm for selecting the assets that will form the investment portfolio, the GARCH model for forecasting stock volatility, a neural networks for predicting asset returns for the portfolio, and another g

acrobat 发表于 2025-3-28 14:00:00

http://reply.papertrans.cn/39/3825/382438/382438_40.png
页: 1 2 3 [4] 5 6
查看完整版本: Titlebook: Genetic Algorithms and Genetic Programming in Computational Finance; Shu-Heng Chen Book 2002 Springer Science+Business Media New York 2002