Abstract
A new evolutionary method named “Genetic Network Programming, GNP” has been proposed. GNP represents its solutions as directed graph structures which have some useful features inherently. For example, GNP has the implicit memory function which memorizes the past action sequences of agents, and GNP can re-use nodes repeatedly in the network flow, so very compact graph structures can be made. In this paper, the stock price prediction and buying/selling model which searches for the optimal combination of various indices in the technical analysis has been proposed using GNP with IMX and its effectiveness is comfirmed by simulations.
