The Role of Genetic Algorithms and Wavelets in Computational Intelligence-based Decision Support for Stock Exchange Daily Trading
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- @InProceedings{tsakonas_role_2000,
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author = "A. Tsakonas and G. Dounias and A. Merikas",
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title = "The {Role} of {Genetic} {Algorithms} and {Wavelets} in
{Computational} {Intelligence}-based {Decision}
{Support} for {Stock} {Exchange} {Daily} {Trading}",
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booktitle = "7th {Congress} of {SIGEF}",
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publisher = "SIGEF Association",
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year = "2000",
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pages = "195--208",
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address = "Chania, Greece",
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keywords = "genetic algorithms, genetic programming, financial
decision support, neural networks, neuro-fuzzy systems,
wavelets",
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URL = "http://www.sigef.net/congress/previous-congress/item/465-finance-and-economics#Tsakonas",
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URL = "https://www.researchgate.net/publication/225285068_The_role_of_genetic_algorithms_and_wavelets_in_computational_intelligence_based_decision_support_for_stock_exchange_daily_trading",
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abstract = "In this paper is explored the suitability of genetic
algorithms for constructing rule bases, as part of a
hybrid decision support architecture, involving neural
networks for wavelet-filtered daily stock rates of
change. Specifically, the main structure of the
suggested methodology combines a wavelet-based noise
removal system, a 'multilayer perceptron feedforward
neural network' and finally a fuzzy system, which
provide the trader with both, linguistic and numerical
output, representing a buy/hold/sell strategy. The use
of wavelet filtering in data pre-processing, improves
the predictability of neural networks, however, it
involves the selection of proper wavelet bases.
Therefore, by applying genetic algorithms in fuzzy rule
bases for optimizing the decision policy, the paper
aims at offering a decision support, independent of the
selection of the wavelet basis. It is also demonstrated
how, based on the test results, the overall system is
able to make successful trend prediction, which is then
used to create an output similar to the policy that
traders would apply if foreword price movement was
considered to be known.",
- }
Genetic Programming entries for
Athanasios D Tsakonas
Georgios Dounias
A Merikas
Citations