Development of Trading Systems Using Genetic Programming with a Case Study download torrent
Development of Trading Systems Using Genetic Programming with a Case Study download torrent
Development of Trading Systems Using Genetic Programming with a Case Study by Holger Hartmann
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Author: Holger Hartmann
Page Count: 102 pages
Published Date: 21 Feb 2008
Publisher: GRIN Verlag GmbH
Publication Country: Norderstedt, Germany
Language: English
ISBN: 9783638913829
File size: 45 Mb
Download Link: Development of Trading Systems Using Genetic Programming with a Case Study
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Diploma Thesis from the year 2007 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,7, University of Hamburg (Department Informatik), 69 entries in the bibliography, language: English, comment: English translation of "Entwicklung von Handelssystemen mittels Gentischer Algorithmen anhand eines Fallbeispiels" by Holger Hartmann (2007), abstract: In this thesis Genetic Programming is used to create trading systems for the EUR/USD foreign exchange market using intraday data. In addition to the exchange rates several moving averages are used as inputs. The developed evolutionary algorithm extends the framework ECJ. The created trading systems are being evaluated by a fitness function that consists of a trading simulation. Genetic operators have been adapted to support "node weights." By using these on the one hand macromutaion is tried to be reduced on the other hand the interpretability of the created trading systems is tried to be improved. Results of experiments show that created trading systems are apparently successfull in profitably using informations contained within the exchange rates. Profits of the created trading systems are maximized by using the optimal position size. It is shown that if the minimum investment period is met the achieved results are optimal even when taking into account the used risk adjusted performance figure.
Read online Development of Trading Systems Using Genetic Programming with a Case Study Buy Development of Trading Systems Using Genetic Programming with a Case Study Download and read Development of Trading Systems Using Genetic Programming with a Case Study for pc, mac, kindle, readers Download to iPad/iPhone/iOS, B&N nook Development of Trading Systems Using Genetic Programming with a Case Study
Development of Trading Systems Using Genetic Programming with a Case Study by Holger Hartmann
Author: Holger Hartmann
Page Count: 102 pages
Published Date: 21 Feb 2008
Publisher: GRIN Verlag GmbH
Publication Country: Norderstedt, Germany
Language: English
ISBN: 9783638913829
File size: 45 Mb
Download Link: Development of Trading Systems Using Genetic Programming with a Case Study
---------------------------------------------------------------
Diploma Thesis from the year 2007 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,7, University of Hamburg (Department Informatik), 69 entries in the bibliography, language: English, comment: English translation of "Entwicklung von Handelssystemen mittels Gentischer Algorithmen anhand eines Fallbeispiels" by Holger Hartmann (2007), abstract: In this thesis Genetic Programming is used to create trading systems for the EUR/USD foreign exchange market using intraday data. In addition to the exchange rates several moving averages are used as inputs. The developed evolutionary algorithm extends the framework ECJ. The created trading systems are being evaluated by a fitness function that consists of a trading simulation. Genetic operators have been adapted to support "node weights." By using these on the one hand macromutaion is tried to be reduced on the other hand the interpretability of the created trading systems is tried to be improved. Results of experiments show that created trading systems are apparently successfull in profitably using informations contained within the exchange rates. Profits of the created trading systems are maximized by using the optimal position size. It is shown that if the minimum investment period is met the achieved results are optimal even when taking into account the used risk adjusted performance figure.
Read online Development of Trading Systems Using Genetic Programming with a Case Study Buy Development of Trading Systems Using Genetic Programming with a Case Study Download and read Development of Trading Systems Using Genetic Programming with a Case Study for pc, mac, kindle, readers Download to iPad/iPhone/iOS, B&N nook Development of Trading Systems Using Genetic Programming with a Case Study