Beating the zero-sum game using GA to optimize technical financial market indicators | IEEE Conference Publication | IEEE Xplore

Beating the zero-sum game using GA to optimize technical financial market indicators


Abstract:

Technical Indicators (TIs) are not only useful tools to analyze and forecast the price of financial security, but also one of the well established applications currently ...Show More

Abstract:

Technical Indicators (TIs) are not only useful tools to analyze and forecast the price of financial security, but also one of the well established applications currently in practice to perform high returns. Traders use TIs to generate trading buy/sell signals. In spite of their practical success, the main problem of a TI is to determine its appropriate parameters which help obtain the most accurate signals and in turn increase returns. The quality of these generated signals depends mainly on each TI's parameters. In this paper, to improve prediction accuracy, we propose a model that integrates the study of financial security historical prices data with TIs. The model employs a Fast Genetic Algorithm technique to optimize and select best parameters combination of four TIs over two proposed fitness functions. An early description of the concept using similar model generation was given in [1]. We depend on this recent work to study gained profit against taken risk.
Date of Conference: 15-18 May 2016
Date Added to IEEE Xplore: 03 November 2016
ISBN Information:
Conference Location: Vancouver, BC, Canada

References

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