| dc.creator | Ruiz-Cruz, Riemann | |
| dc.creator | Sedano, Chelsie | |
| dc.creator | Flores, Oscar | |
| dc.date | 2021-04-27T23:46:02Z | |
| dc.date | 2021-04-27T23:46:02Z | |
| dc.date | 2019-11 | |
| dc.date.accessioned | 2023-07-21T21:57:42Z | |
| dc.date.available | 2023-07-21T21:57:42Z | |
| dc.identifier | 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. | |
| dc.identifier | 978-1-7281-5666-8 | |
| dc.identifier | https://hdl.handle.net/11117/6574 | |
| dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/7756141 | |
| dc.description | 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. | |
| dc.description | ITESO, A.C. | |
| dc.format | application/pdf | |
| dc.language | eng | |
| dc.publisher | IEEE | |
| dc.rights | http://quijote.biblio.iteso.mx/licencias/CC-BY-NC-2.5-MX.pdf | |
| dc.subject | Genetic algorithm | |
| dc.subject | Portfolio optimization | |
| dc.subject | Trading algorithm | |
| dc.title | Genetic optimization of a trading algorithm based on pattern recognition | |
| dc.type | info:eu-repo/semantics/article | |
| dc.type | info:eu-repo/semantics/acceptedVersion | |
