Buying and Selling Stocks of Multi Brands Using Genetic Network Programming with Control Nodes

• Ohkawa Etsushi

  Graduate School of Information, Production and Systems, Waseda University

• Chen Yan

  Graduate School of Information, Production and Systems, Waseda University

• Bao Zhiguo

  Graduate School of Information, Production and Systems, Waseda University

• Mabu Shingo

  Graduate School of Information, Production and Systems, Waseda University

• Shimada Kaoru

  Information, Production and Systems Research Center, Waseda University

• Hirasawa Kotaro

  Graduate School of Information, Production and Systems, Waseda University

抄録

A new evolutionary method named “Genetic Network Programming with control nodes, GNPcn” has been applied to determine the timing of buying or selling stocks. GNPcn represents its solutions as directed graph structures which has some useful features inherently. For example, GNPcn has an implicit memory function which memorizes the past action sequences of agents and GNPcn can re-use nodes repeatedly in the network flow, so very compact graph structures can be made. GNPcn can determine the strategy of buying and selling stocks of multi issues. The effectiveness of the proposed method is confirmed by simulations.

収録刊行物

• 電気学会論文誌Ｃ（電子・情報・システム部門誌）

  電気学会論文誌Ｃ（電子・情報・システム部門誌） 128 (12), 1811-1819, 2008

  一般社団法人 電気学会

キーワード

• evolutionary computation
• Genetic Network Programming
• Candlestick Chart
• buying and selling stocks

詳細情報

• CRID: 1390282679581110016
• NII論文ID: 10024501212
• NII書誌ID: AN10065950
• DOI: 10.1541/ieejeiss.128.1811
• ISSN: 13488155
• ISSN: 03854221
• NDL書誌ID: 9731219
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I9731219
• Web Site: http://www.jstage.jst.go.jp/article/ieejeiss/128/12/128_12_1811/_pdf
• 本文言語コード: en
• データソース種別:
  • JaLC
  • NDL
  • Crossref
  • CiNii Articles
• 抄録ライセンスフラグ: 使用不可