Abstract
The complexity of generating investment strategies problems makes it hard (or even impossible), in most cases, to use traditional techniques and to find the strict solution. In the paper the evolutionary system for generating investment strategies is presented. The algorithms used in the system (evolutionary algorithm, co-evolutionary algorithm, and agent-based co-evolutionary algorithm) are verified and compared on the basis of the results coming from experiments carried out with the use of real-life stock data.
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Dreżewski, R., Sepielak, J. (2008). Evolutionary System for Generating Investment Strategies. In: Giacobini, M., et al. Applications of Evolutionary Computing. EvoWorkshops 2008. Lecture Notes in Computer Science, vol 4974. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-78761-7_9
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DOI: https://doi.org/10.1007/978-3-540-78761-7_9
Publisher Name: Springer, Berlin, Heidelberg
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