遺伝的プログラミングを用いたテクニカル指標による金融取引の戦略木構築
2019 年 2019 巻 SAI-035 号 p. 02-
詳細
2019 年 2019 巻 SAI-035 号 p. 02-
In recent years, many researchers have studied stock trading using technical analysis. However, it is necessary to have deep knowledge to use such technical analysis and it is difficult to make a profit using such techniques. Therefore, we construct an evolutionary model to create a profitable investment strategy using technical indicators. We confirmed the effectiveness of our model using historical data of the stock market. We confirmed the effectiveness of our model using historical data of the stock market.
