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Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/53795
DC FieldValueLanguage
dc.contributor.authorStrassburg, Janko
dc.contributor.authorGonzalez-Martel, Christian
dc.contributor.authorAlexandrov, Vassil
dc.contributor.otherDongarra, Jack
dc.contributor.otherGonzalez-Martel, Christian
dc.contributor.otherAlexandrov, Vassil
dc.date.accessioned2019-02-04T18:19:22Z-
dc.date.available2019-02-04T18:19:22Z-
dc.date.issued2012
dc.identifier.issn1877-0509
dc.identifier.urihttp://hdl.handle.net/10553/53795-
dc.description.abstractFinding the best trading rules is a well-known problem in the field of technical analysis of stock markets. One option is to employ genetic algorithms, as they offer valuable characteristics towards retrieving a "good enough" solution in a timely manner. However, depending on the problem size, their application might not be a viable option as the iterative search through a multitude of possible solutions does take considerable time. Even more so if a variety of stocks are to be analysed.In this paper we concentrate on the enhancement of a previously published genetic algorithm for the optimisation of technical trading rules, using example data from the Madrid Stock Exchange General Index (IGBM).
dc.publisher1877-0509
dc.relation.ispartofProcedia Computer Science
dc.sourceProceedings Of The International Conference On Computational Science, Iccs 2012[ISSN 1877-0509],v. 9, p. 1306-1313
dc.subject.otherNeural-Networks
dc.subject.otherProfitability
dc.subject.otherSystems
dc.titleParallel genetic algorithms for stock market trading rules
dc.typeinfo:eu-repo/semantics/conferenceObject
dc.typeConferenceObject
dc.relation.conferenceInternational Conference on Computational Science (ICCS)
dc.relation.conference12th Annual International Conference on Computational Science, ICCS 2012
dc.identifier.doi10.1016/j.procs.2012.04.143
dc.identifier.scopus84886270889
dc.identifier.isi000306288400141
dcterms.isPartOfProceedings Of The International Conference On Computational Science, Iccs 2012
dcterms.sourceProceedings Of The International Conference On Computational Science, Iccs 2012[ISSN 1877-0509],v. 9, p. 1306-1313
dc.contributor.authorscopusid55038240800
dc.contributor.authorscopusid16230450700
dc.contributor.authorscopusid7006723602
dc.description.lastpage1313
dc.description.firstpage1306
dc.relation.volume9
dc.type2Actas de congresos
dc.identifier.wosWOS:000306288400141
dc.contributor.daisngid5717877
dc.contributor.daisngid31817381
dc.contributor.daisngid7918572
dc.contributor.daisngid238110
dc.identifier.investigatorRIDE-3987-2014
dc.identifier.investigatorRIDM-8180-2013
dc.identifier.investigatorRIDNo ID
dc.contributor.wosstandardWOS:Strassburg, J
dc.contributor.wosstandardWOS:Gonzalez-Martel, C
dc.contributor.wosstandardWOS:Alexandrov, V
dc.date.coverdateEnero 2012
dc.identifier.conferenceidevents120789
dc.identifier.ulpgcSíes
item.fulltextSin texto completo-
item.grantfulltextnone-
crisitem.author.deptGIR Finanzas Cuantitativas y Computacionales-
crisitem.author.deptDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.orcid0000-0003-1081-0843-
crisitem.author.parentorgDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.fullNameGonzález Martel, Cristian-
crisitem.event.eventsstartdate04-06-2012-
crisitem.event.eventsstartdate04-06-2012-
crisitem.event.eventsenddate06-06-2012-
crisitem.event.eventsenddate06-06-2012-
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