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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Published in | 2006 IEEE International Conference on Evolutionary Computation pp. 2362 - 2367 |
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Main Authors | , , , , |
Format | Conference Proceeding |
Language | English |
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2006
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Abstract | 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. |
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AbstractList | 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. |
Author | Yamaguchi, T. Jingle Hu Izumi, Y. Mabu, S. Hirasawa, K. |
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Snippet | A new evolutionary method named "genetic network programming, GNP" has been proposed. GNP represents its solutions as directed graph structures which have some... |
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SubjectTerms | Computational modeling Computer networks Economic indicators Educational institutions Evolutionary computation Fluctuations Genetic algorithms Genetic programming Production systems Stock markets |
Title | Trading Rules on the Stock Markets using Genetic Network Programming with Candlestick Chart |
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