info:eu-repo/semantics/article
Genetic optimization of a trading algorithm based on pattern recognition
Registro en:
R. Ruiz-Cruz, C. Sedano and O. Flores. Genetic optimization of a trading algorithm based on pattern recognition. 2019 IEEE Latin American Conference on Computational Intelligence (LA-CCI), Guayaquil, Ecuador, 2019, pp. 1-6, doi: 10.1109/LA-CCI47412.2019.9037052.
978-1-7281-5666-8
Autor
Ruiz-Cruz, Riemann
Sedano, Chelsie
Flores, Oscar
Institución
Resumen
In the present paper, a trading strategy based onpattern recognition is optimized by means of a genetic algorithm.The genetic algorithm is used to determine decisions of buy/sellbased on the patterns found through time for a portfolio in thestock market. The predominant algorithms used in this workwere theK-means clustering algorithm to find the patterns indifferent time lapses, and the genetic algorithm for optimization.The results are supported by simulations using a selected sharesof the Mexican stock market. ITESO, A.C.