The Strategy Evolution of Day Trade Agent-II

Abstract

Recently, lots of people have interests on the stock trading because on-line stock environments has been developed. On the other hand, almost every research of forecast of stock prices have been based on the long term investment, there are few researches which focus on the day trade. In this paper, authors proposes strategy evolution of day trade agent by means of the day trade agent framework. Authors also proposed the system which can replay the real market. The adaptation ability of the proposed method is confirmed by applying the agent to real market.