2012
DOI: 10.5687/sss.2012.271 View full text |Buy / Rent full text
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Abstract: There are many types of Evolutionary Algorithm. Among them, Genetic Programming (GP) has the rich expression of solution for a lot of problems, and Genetic Algorithm (GA) is good for the tuning of parameters on array. However, when we apply each of them to the extraction of investment rule, it needs a lot of searching for useful solution in the field of foreign exchange.So we introduce the diversified investment using multiple solutions, and even if the searching does not work well, we can decrease the risk wi… Show more

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“…Proceedings of the 44th ISCIE International Symposium on Stochastic Systems Theory and Its Applications Tokyo, Nov. [1][2]2012 where n is the index of technical indexes, i is time, p 1 , p 2 is parameters. In this research, we consider the following technical indexes:…”
Section: Investment Decision Making As Supervised Learningmentioning
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“…Proceedings of the 44th ISCIE International Symposium on Stochastic Systems Theory and Its Applications Tokyo, Nov. [1][2]2012 where n is the index of technical indexes, i is time, p 1 , p 2 is parameters. In this research, we consider the following technical indexes:…”
Section: Investment Decision Making As Supervised Learningmentioning
“…In our last study, the hybrid algorithm of Genetic Algorithm and Genetic Programming were introduced [1]. We presented the diversified investment using a number of agents obtained with the hybrid algorithm.…”
Section: Introductionmentioning
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