GP Forecasts of Stock Prices for Profitable Trading View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2002

AUTHORS

Mahmoud Kaboudan

ABSTRACT

This chapter documents how GP forecasting of stock prices used to execute a single-day-trading-strategy (or SDTS) improves trading returns. The strategy mandates holding no positions overnight to minimize risk and daily trading decisions are based on forecasts of daily high and low stock prices. For comparison, two methods produce the price forecasts. Genetically evolved models produce one. The other is a naive forecast where today’s actual price is used as tomorrow’s forecast. Trading decisions tested on a small sample of four stocks over a period of twenty days produced higher returns for decisions based on the GP price forecasts. More... »

PAGES

359-381

References to SciGraph publications

Book

TITLE

Evolutionary Computation in Economics and Finance

ISBN

978-3-7908-2512-1
978-3-7908-1784-3

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-7908-1784-3_19

DOI

http://dx.doi.org/10.1007/978-3-7908-1784-3_19

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1029725917


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