第24回金融情報学研究会
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
2020 年 2020 巻 FIN-024 号 p. 07-
詳細
2020 年 2020 巻 FIN-024 号 p. 07-
Recently, 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 achieve profitability using this technique. Therefore, using Genetic Programming, we construct an evolutionary model that considers the technical index for devising a profitable trading strategy. Finally, we confirmed the effectiveness of our model using historical data of the stock market.
