A GeneticBased Approach for the Derivation of Trading Strategies on the German Stock Market Export

@misc{citeulike:2320284, abstract = {We investigate price-based heuristic trading rules for buying and selling shares. This is accomplished by transforming time series of share prices from the Frankfurt Stock Exchange (FSE) using Point \& Figure (P\&F) Chart Analysis. This yields formations which are evaluated and transformed into a binary example set. For the above evaluation we used two different methods: First, by comparing the returns of any considered trading strategy with the corresponding riskless interest rate and the...}, author = {Frick, A. and Herrmann, R. and Kreidler, M. and Narr, A. and Seese, D.}, citeulike-article-id = {2320284}, citeulike-linkout-0 = {http://citeseer.ist.psu.edu/frick96geneticbased.html}, citeulike-linkout-1 = {http://citeseer.lcs.mit.edu/frick96geneticbased.html}, citeulike-linkout-2 = {http://citeseer.ifi.unizh.ch/frick96geneticbased.html}, citeulike-linkout-3 = {http://citeseer.comp.nus.edu.sg/frick96geneticbased.html}, keywords = {algorithms, genetic}, posted-at = {2008-02-01 18:38:44}, priority = {2}, title = {A GeneticBased Approach for the Derivation of Trading Strategies on the German Stock Market}, url = {http://citeseer.ist.psu.edu/frick96geneticbased.html}, year = {1996} }

TY - GEN ID - citeulike:2320284 L3 - citeulike-article-id:2320284 N2 - We investigate price-based heuristic trading rules for buying and selling shares. This is accomplished by transforming time series of share prices from the Frankfurt Stock Exchange (FSE) using Point & Figure (P&F) Chart Analysis. This yields formations which are evaluated and transformed into a binary example set. For the above evaluation we used two different methods: First, by comparing the returns of any considered trading strategy with the corresponding riskless interest rate and the... TI - A GeneticBased Approach for the Derivation of Trading Strategies on the German Stock Market KW - algorithms KW - genetic AU - Frick, A AU - Herrmann, R AU - Kreidler, M AU - Narr, A AU - Seese, D PY - 1996/// UR - http://citeseer.ist.psu.edu/frick96geneticbased.html ER -