Evolutionary Computation and Trade Execution

  • Wei Cui
  • Anthony Brabazon
  • Michael O’Neill
Part of the Studies in Computational Intelligence book series (SCI, volume 293)


Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to the issue of efficient trade execution. Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. This chapter introduces the concept of trade execution and outlines the limited prior work applying evolutionary computing methods for this task. Furthermore, we build an Agent-based Artificial Stock Market and apply a Genetic Algorithm to evolve an efficient trade execution strategy. Finally, we suggest a number of opportunities for future research.


Limit Order Order Book Limit Price Double Auction Market Impact 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  • Wei Cui
    • 1
    • 2
  • Anthony Brabazon
    • 1
    • 2
  • Michael O’Neill
    • 1
    • 3
  1. 1.Natural Computing Research and Applications GroupUniversity College DublinIreland
  2. 2.School of BusinessUniversity College DublinIreland
  3. 3.School of Computer Science and InformaticsUniversity College DublinIreland

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