| dc.contributor.author | Ruiz-Cruz, Riemann | |
| dc.contributor.author | Sedano, Chelsie | |
| dc.contributor.author | Flores, Oscar | |
| dc.date.accessioned | 2021-04-27T23:46:02Z | |
| dc.date.accessioned | 2023-03-10T17:24:38Z | |
| dc.date.available | 2021-04-27T23:46:02Z | |
| dc.date.available | 2023-03-10T17:24:38Z | |
| dc.date.issued | 2019-11 | |
| dc.identifier.citation | R. 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.isbn | 978-1-7281-5666-8 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12032/70715 | |
| dc.description | In 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.sponsorship | ITESO, A.C. | es |
| dc.language.iso | eng | es_MX |
| dc.publisher | IEEE | es_MX |
| dc.rights.uri | http://quijote.biblio.iteso.mx/licencias/CC-BY-NC-2.5-MX.pdf | es_MX |
| dc.subject | Genetic algorithm | es_MX |
| dc.subject | Portfolio optimization | es_MX |
| dc.subject | Trading algorithm | es_MX |
| dc.title | Genetic optimization of a trading algorithm based on pattern recognition | es_MX |
| dc.type | info:eu-repo/semantics/article | es_MX |
