GoldMiner: A genetic programming based algorithm applied to Brazilian Stock Market

Alexandre Pimenta, F. Guimarães, E. G. Carrano, C. Nametala, R. Takahashi
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引用次数: 6

Abstract

The possibility of obtaining financial gain by investing in the Stock Markets is a hard task since it is under constant influence of economical, political and social factors. This paper aims to address the financial technical analysis of Stock Markets, focusing on time series data instead of subjective parameters. An algorithm based on genetic programming, named GoldMiner, has been proposed to perform retrospective study in order to get predictions about the best time for trading top stocks on the BOVESPA, the Brazilian stock exchange market.
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黄金矿工:一种应用于巴西股市的基于遗传规划的算法
通过投资股票市场获得财务收益的可能性是一项艰巨的任务,因为它受到经济,政治和社会因素的不断影响。本文旨在解决股票市场的金融技术分析,侧重于时间序列数据,而不是主观参数。为了预测巴西证券交易市场BOVESPA顶级股票的最佳交易时间,提出了一种基于遗传规划的算法GoldMiner进行回顾性研究。
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