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Analysis of Dynamic Properties of Stock Market Trading Experts Optimized with an Evolutionary Algorithm

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Applications of Evolutionary Computation (EvoApplications 2014)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 8602))

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Abstract

This paper concerns optimization of trading experts that are used for generating investment decisions. A population of trading experts is optimized using a dynamic evolutionary algorithm. In the paper a new method is proposed which allows analyzing and visualizing the behaviour of optimized trading experts over a period of time. The application of this method resulted in an observation that during certain intervals of time the behaviour of the optimized trading experts becomes more stable.

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Authors and Affiliations

  1. Department of Information Technologies, Institute of Business Informatics, Wroclaw University of Economics, Wroclaw, Poland

    Krzysztof Michalak

Authors
  1. Krzysztof Michalak
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Correspondence to Krzysztof Michalak .

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Editors and Affiliations

  1. Depto. Estadística e Investigación, Universidad Politécnica de Valencia, Valencia, Spain

    Anna I. Esparcia-Alcázar

  2. University of Granada, Granada, Spain

    Antonio M. Mora

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Michalak, K. (2014). Analysis of Dynamic Properties of Stock Market Trading Experts Optimized with an Evolutionary Algorithm. In: Esparcia-Alcázar, A., Mora, A. (eds) Applications of Evolutionary Computation. EvoApplications 2014. Lecture Notes in Computer Science(), vol 8602. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-45523-4_22

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  • DOI: https://doi.org/10.1007/978-3-662-45523-4_22

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-662-45522-7

  • Online ISBN: 978-3-662-45523-4

  • eBook Packages: Computer ScienceComputer Science (R0)

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