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Selecting valuable stock using genetic algorithm
Zhou, Chengxiong; Yu, Lean; Huang, Tao; Wang, Shouyang; Lai, Kin Keung
AbstractIn 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.
WOS Research AreaComputer Science
WOS SubjectComputer Science, Artificial Intelligence ; Computer Science, Theory & Methods
WOS IDWOS:000242556300087
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Document Type期刊论文
Corresponding AuthorZhou, Chengxiong
Affiliation1.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
Recommended Citation
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.
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