Trading Rules on the Stock Markets using Genetic Network Programming with Candlestick Chart

A new evolutionary method named "genetic network programming, GNP" has been proposed. GNP represents its solutions as directed graph structures which have some useful features inherently. For example, GNP has the implicit memory function which memorizes the past action sequences of agents,...

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Bibliographic Details
Published in2006 IEEE International Conference on Evolutionary Computation pp. 2362 - 2367
Main Authors Izumi, Y., Yamaguchi, T., Mabu, S., Hirasawa, K., Jingle Hu
Format Conference Proceeding
LanguageEnglish
Published IEEE 2006
Subjects
Computational modeling
Computer networks
Economic indicators
Educational institutions
Evolutionary computation
Fluctuations
Genetic algorithms
Genetic programming
Production systems
Stock markets
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Summary:A new evolutionary method named "genetic network programming, GNP" has been proposed. GNP represents its solutions as directed graph structures which have some useful features inherently. For example, GNP has the implicit memory function which memorizes the past action sequences of agents, and GNP can re-use nodes repeatedly in the network flow, so very compact graph structures can be made. In this paper, buying/selling model for stock market using GNP with candlestick chart has been proposed and its effectiveness is confirmed by simulations.
ISBN:9780780394872
0780394879
ISSN:1089-778X
1941-0026
DOI:10.1109/CEC.2006.1688600