Transactions of the Society of Instrument and Control Engineers
Online ISSN : 1883-8189
Print ISSN : 0453-4654
ISSN-L : 0453-4654
Trading Rules on Stock Markets Using Genetic Network Programming with Candle Chart
Shingo MABUYoshihiro IZUMIKotaro HIRASAWATakayuki FURUZUKI
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2007 Volume 43 Issue 4 Pages 317-322


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 trading model using GNP with Candle Chart is proposed and its effectiveness is comfirmed by trading simulations.

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