Automated Trading is the activity of buying and selling financial instruments for the purpose of gaining a profit, through the use of automated trading rules. This work presents an evolutionary approach for the design and optimization of ANNs to the discovery of profitable automated trading rules. Experimental results indicate that, despite its simplicity, both in terms of input data and in terms of trading strategy, such an approach to automated trading may yield significant returns.
Evolutionary single-position automated trading / A. Azzini, A.G.B. Tettamanzi - In: Applications of evolutionary computing : EvoWorkshops 2008 : EvoCOMNET, EvoFIN, EvoHOT, EvoIASP, EvoMUSART, EvoNUM, EvoSTOC, and EvoTransLog : Naples, Italy, march 26-28, 2008 : proceedings / [a cura di] Mario Giacobini ... [et al.]. - Berlin : Springer, 2008. - ISBN 9783540787600. - pp. 62-72 (( Intervento presentato al 2. convegno EvoFIN (European Workshop on Evolutionary Computation in Finance and Economics) tenutosi a Naples, Italy nel 2008 [10.1007/978-3-540-78761-7_7].
Evolutionary single-position automated trading
A. AzziniPrimo
;A.G.B. TettamanziUltimo
2008
Abstract
Automated Trading is the activity of buying and selling financial instruments for the purpose of gaining a profit, through the use of automated trading rules. This work presents an evolutionary approach for the design and optimization of ANNs to the discovery of profitable automated trading rules. Experimental results indicate that, despite its simplicity, both in terms of input data and in terms of trading strategy, such an approach to automated trading may yield significant returns.
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
