Automatic construction of trading rules with Genetic Programming (spanish), by Mario Llorente

Programación Genética en Mercados Financieros. Construcción automática de reglas de inversión utilizando programación genética.
Proyecto Fin de Carrera, INGENIERÍA EN INFORMÁTICA, UPC.

por Mario Alberto Llorente López
Supervisor: Argimiro Arratia

Abstract: This an Undergraduate Final Project in the Faculty of Informatics (FIB-UPC) consisting in the implementation in C++ and SQL of a Genetic Programming algorithm to discover trading rules based on Technical Analysis. It is based in the work of
Allen, Franklin y Karjalainen, Risto (1993). Using Genetic Algorithms to Find Technical Trading Rules. Rodney L. White Center for Financial Research, The Warton School, University of Pennsylvania, PA, EEUU.

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