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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
ISSN0302-9743
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
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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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