Mostrar el registro sencillo del ítem

dc.contributor.authorRuiz-Cruz, Riemann
dc.contributor.authorSedano, Chelsie
dc.contributor.authorFlores, Oscar
dc.date.accessioned2021-04-27T23:46:02Z
dc.date.accessioned2023-03-10T17:24:38Z
dc.date.available2021-04-27T23:46:02Z
dc.date.available2023-03-10T17:24:38Z
dc.date.issued2019-11
dc.identifier.citationR. 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.es_MX
dc.identifier.isbn978-1-7281-5666-8
dc.identifier.urihttps://hdl.handle.net/20.500.12032/70715
dc.descriptionIn 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.es_MX
dc.description.sponsorshipITESO, A.C.es
dc.language.isoenges_MX
dc.publisherIEEEes_MX
dc.rights.urihttp://quijote.biblio.iteso.mx/licencias/CC-BY-NC-2.5-MX.pdfes_MX
dc.subjectGenetic algorithmes_MX
dc.subjectPortfolio optimizationes_MX
dc.subjectTrading algorithmes_MX
dc.titleGenetic optimization of a trading algorithm based on pattern recognitiones_MX
dc.typeinfo:eu-repo/semantics/articlees_MX


Ficheros en el ítem

FicherosTamañoFormatoVer
Trading_Algorithm_using_KMeans_and_GAs.pdf442.0Kbapplication/pdfVer/

Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro sencillo del ítem


© AUSJAL 2022

Asociación de Universidades Confiadas a la Compañía de Jesús en América Latina, AUSJAL
Av. Santa Teresa de Jesús Edif. Cerpe, Piso 2, Oficina AUSJAL Urb.
La Castellana, Chacao (1060) Caracas - Venezuela
Tel/Fax (+58-212)-266-13-41 /(+58-212)-266-85-62

Nuestras redes sociales

facebook Facebook

twitter Twitter

youtube Youtube

Asociaciones Jesuitas en el mundo
Ausjal en el mundo AJCU AUSJAL JESAM JCEP JCS JCAP