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 | |
| Source Publication | SIMULATED EVOLUTION AND LEARNING, PROCEEDINGS
 |
| ISSN | 0302-9743 |
| Volume | 4247Pages:688-694 |
| Abstract | 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. |
| Language | 英语 |
| WOS Research Area | Computer Science |
| WOS Subject | Computer Science, Artificial Intelligence ; Computer Science, Theory & Methods |
| WOS ID | WOS:000242556300087 |
| Publisher | SPRINGER-VERLAG BERLIN |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/3673 |
| Collection | 系统科学研究所 |
| Corresponding Author | Zhou, Chengxiong |
| Affiliation | 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 |
| 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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