Genetic Algorithm英文文献资料.pdf

International Journal of Computer Applications (0975 –8887) Volume 36–No.5, December 2011 Genetic Algorithm: An Application to Technical Trading System Design V. Kapoor S. Dey A.P. Khurana Institute of Engineering Indian Institute of Management School of Computer Science Technology, Indore Devi Ahilya University, Indore Devi Ahilya University, Indore ABSTRACT availability of virtually infinite number of technical trading rules Recent studies have shown that in the context of financial the multitude of ways in which they can be applied. markets, technical analysis is a very useful tool for predicting More recently moving averages have been used by Brock et.al trends. Moving Average rules are usually used to make “buy” [2], their work shows that profitable results could be obtained or “sell” decisions on a daily basis. Due their ability to cover using this method. A simple moving average system, commonly large search spaces with relatively low computational effort, used in trading simulators, and has two set of parameters (the Genetic Algorithms (GA) could be effective in optimization of le