This paper presents an approach to single-position, intraday automated trading based on a neuro-genetic algorithm. An artificial neural network is evolved which provides trading signal to a very unsophisticated automated trading agent.
Automated trading on financial instruments with evolved neural networks / Antonia Azzini, A.G.B. Tettamanzi - In: GECCO 2007 : genetic and evolutionary computation conference : july 7-11 2007, University college London, Gower street, London, UK / [a cura di] Dirk Thierens ... [et al]. - New York : Association for computing machinery, 2007. - ISBN 9781595936974. - pp. 2252 (( convegno GECCO : Genetic and Evolutionary Computation Conference tenutosi a London, UK nel 2007.
Titolo: | Automated trading on financial instruments with evolved neural networks | |
Autori: | TETTAMANZI, ANDREA GIOVANNI BATTISTA (Ultimo) | |
Parole Chiave: | Automated financial trading; Evolutionary algorithms; Neural networks | |
Settore Scientifico Disciplinare: | Settore INF/01 - Informatica | |
Data di pubblicazione: | 2007 | |
Enti collegati al convegno: | ACM SIGEvo | |
Digital Object Identifier (DOI): | http://dx.doi.org/10.1145/1276958.1277387 | |
Tipologia: | Book Part (author) | |
Appare nelle tipologie: | 03 - Contributo in volume |