Tradinnova-LCS: Dynamic stock portfolio decision-making assistance model with genetic based machine learning

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@InProceedings{Casanova:2010:cec,

• author = "Isidoro J. Casanova",
• title = "Tradinnova-LCS: Dynamic stock portfolio decision-making assistance model with genetic based machine learning",
• booktitle = "IEEE Congress on Evolutionary Computation (CEC 2010)",
• year = "2010",
• address = "Barcelona, Spain",
• month = "18-23 " # jul,
• publisher = "IEEE Press",
• keywords = "genetic algorithms, genetic programming",
• isbn13 = "978-1-4244-6910-9",
• abstract = "This paper describes a decision system based on rules for the management of a stock portfolio using a mechanism of dynamic learning to select the stocks to be incorporated. This system simulates the intelligent behaviour of an investor, carrying out the buying and selling of stocks, such that during each day the best stocks will be selected to be incorporated in the portfolio by reinforcement learning with genetic programming. The system has been tested in 3 time periods (1 year, 3 years and 5 years), simulating the purchase/sale of stocks in the Spanish continuous market and the results have been compared with the revaluations obtained by the best investment funds operating in Spain.",
• DOI = "doi:10.1109/CEC.2010.5586067",
• notes = "WCCI 2010. Also known as \cite{5586067}",

}

Genetic Programming entries for Isidoro J Casanova

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