Financial Data Mining Using Genetic Algorithms Technique: Application to KOSPI 200
نویسندگان
چکیده
This study intends to mine reasonable trading rules using genetic algorithms for Korea Stock Price Index 200 (KOSPI 200) futures. We have found trading rule which would have yielded the highest return over a certain time period using historical data. Simulated results of buying and selling of trading rules were outstanding. These preliminary results suggest that genetic algorithms are promising methods for extracting profitable trading rules.
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تاریخ انتشار 1999