KMS Of Academy of mathematics and systems sciences, CAS
Selecting valuable stock using genetic algorithm | |
Zhou, Chengxiong; Yu, Lean; Huang, Tao; Wang, Shouyang; Lai, Kin Keung | |
2006 | |
发表期刊 | SIMULATED EVOLUTION AND LEARNING, PROCEEDINGS |
ISSN | 0302-9743 |
卷号 | 4247页码:688-694 |
摘要 | In this study, we utilize the genetic algorithm (GA) to select high quality stocks with investment value. Given the fundamental financial and price information of stocks trading, we attempt to use GA to identify stocks that are likely to outperform the market by having excess returns. To evaluate the efficiency of the GA for stock selection, the return of equally weighted portfolio formed by the stocks selected by GA is used as evaluation criterion. Experiment results reveal that the proposed GA for stock selection provides a very flexible and useful tool to assist the investors in selecting valuable stocks. |
语种 | 英语 |
WOS研究方向 | Computer Science |
WOS类目 | Computer Science, Artificial Intelligence ; Computer Science, Theory & Methods |
WOS记录号 | WOS:000242556300087 |
出版者 | SPRINGER-VERLAG BERLIN |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/3673 |
专题 | 系统科学研究所 |
通讯作者 | Zhou, Chengxiong |
作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100080, Peoples R China 2.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China 3.Tsing Hua Univ, Sch Publ Policy & Management, Beijing 100084, Peoples R China |
推荐引用方式 GB/T 7714 | Zhou, Chengxiong,Yu, Lean,Huang, Tao,et al. Selecting valuable stock using genetic algorithm[J]. SIMULATED EVOLUTION AND LEARNING, PROCEEDINGS,2006,4247:688-694. |
APA | Zhou, Chengxiong,Yu, Lean,Huang, Tao,Wang, Shouyang,&Lai, Kin Keung.(2006).Selecting valuable stock using genetic algorithm.SIMULATED EVOLUTION AND LEARNING, PROCEEDINGS,4247,688-694. |
MLA | Zhou, Chengxiong,et al."Selecting valuable stock using genetic algorithm".SIMULATED EVOLUTION AND LEARNING, PROCEEDINGS 4247(2006):688-694. |
条目包含的文件 | 条目无相关文件。 |
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