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Authors: Chi Xu ; Jianxiong Qiao and Na Jia

Affiliation: North China University of Technology, China

ISBN: 978-989-8565-39-6

Keyword(s): Artificial Intelligence, Evolutionary Algorithm, Machine Learning, Regressive Decision Rule.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Computational Intelligence ; Data Mining ; Databases and Information Systems Integration ; Enterprise Information Systems ; Evolutionary Computing ; Knowledge Discovery and Information Retrieval ; Knowledge-Based Systems ; Machine Learning ; Sensor Networks ; Signal Processing ; Soft Computing ; Symbolic Systems

Abstract: We applied genetic programming (GP) to search for a strategy in a technical analysis (TA) indicator candidate pool for stock market trading and optimized it through historical data. The method provides decision rule optimization scheme to deal with problems in the real trading in financial market, and it optimizes strategies in relatively complicated contents. GP is used to construct the condition in decision rule with different logical operations. The method has been applied to the optimization of investment strategies with good return results in simulation experiments.

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Paper citation in several formats:
Xu, C.; Qiao, J. and Jia, N. (2013). Strategy Tree Construction and Optimization with Genetic Programming.In Proceedings of the 5th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART, ISBN 978-989-8565-39-6, pages 425-428. DOI: 10.5220/0004201104250428

@conference{icaart13,
author={Chi Xu. and Jianxiong Qiao. and Na Jia.},
title={Strategy Tree Construction and Optimization with Genetic Programming},
booktitle={Proceedings of the 5th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,},
year={2013},
pages={425-428},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004201104250428},
isbn={978-989-8565-39-6},
}

TY - CONF

JO - Proceedings of the 5th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,
TI - Strategy Tree Construction and Optimization with Genetic Programming
SN - 978-989-8565-39-6
AU - Xu, C.
AU - Qiao, J.
AU - Jia, N.
PY - 2013
SP - 425
EP - 428
DO - 10.5220/0004201104250428

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