Strategy Tree Construction and Optimization with Genetic Programming

Chi Xu, Jianxiong Qiao, Na Jia

Abstract

We applied genetic programming (GP) to search for a strategy in a technical analysis (TA) indicator candidate pool for stock market trading and optimized it through historical data. The method provides decision rule optimization scheme to deal with problems in the real trading in financial market, and it optimizes strategies in relatively complicated contents. GP is used to construct the condition in decision rule with different logical operations. The method has been applied to the optimization of investment strategies with good return results in simulation experiments.

References

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Paper Citation


in Harvard Style

Xu C., Qiao J. and Jia N. (2013). Strategy Tree Construction and Optimization with Genetic Programming . In Proceedings of the 5th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART, ISBN 978-989-8565-39-6, pages 425-428. DOI: 10.5220/0004201104250428


in Bibtex Style

@conference{icaart13,
author={Chi Xu and Jianxiong Qiao and Na Jia},
title={Strategy Tree Construction and Optimization with Genetic Programming},
booktitle={Proceedings of the 5th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,},
year={2013},
pages={425-428},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004201104250428},
isbn={978-989-8565-39-6},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 5th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,
TI - Strategy Tree Construction and Optimization with Genetic Programming
SN - 978-989-8565-39-6
AU - Xu C.
AU - Qiao J.
AU - Jia N.
PY - 2013
SP - 425
EP - 428
DO - 10.5220/0004201104250428