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

  • Krzysztof MichalakEmail author
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 8602)


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.


Trading rules Dynamic optimization Usage patterns Trading expert optimization Trading expert stability 


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Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  1. 1.Department of Information Technologies, Institute of Business InformaticsWroclaw University of EconomicsWroclawPoland

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