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 [10.1145/1276958.1277387].
Automated trading on financial instruments with evolved neural networks
A. Azzini;A.G.B. TettamanziUltimo
2007
Abstract
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.
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