Construct for Investment Strategy Model through Genetic Programming Planning

Created by W.Langdon from gp-bibliography.bib Revision:1.4420

  author =       "Chih-Hung Wen and Wen-Tsao Pan",
  title =        "Construct for Investment Strategy Model through
                 Genetic Programming Planning",
  booktitle =    "First IITA International Joint Conference on
                 Artificial Intelligence, 2009. JCAI '09",
  year =         "2009",
  month =        "25-26 " # apr,
  address =      "Hainan Island, China",
  pages =        "252--255",
  keywords =     "genetic algorithms, genetic programming, China Steel
                 stocks, Dow Jones average, decision tree modelling,
                 genetic programming planning, investment model,
                 investment strategy classification capability,
                 investment strategy model, stock price, decision trees,
                 investment, pricing, stock markets",
  DOI =          "doi:10.1109/JCAI.2009.121",
  abstract =     "This thesis takes three approaches in strategic sense
                 respectively: Call, put and hold. First of all, it
                 collects daily information and relevant factors which
                 could influence the stock price one day ahead of the
                 actual trading for China Steel stocks. These factors
                 include aspects in the stock's fundamental, share
                 volume, technical performance in addition to Dow Jones
                 average plus processing these information and
                 subsequent normalization. Lastly, genetic programming
                 planning is applied to construct investment model
                 accordingly, in addition to conducting comparison
                 analyses regarding the investment strategy
                 classification capabilities for the decision tree
                 modelling. From the end results of validity in
                 classification accuracy for these two models, the
                 findings of this research indicate that genetic
                 programming planning is the better and preferred model
                 in the sense of classification capability when
                 comparing to that of decision tree model.",
  notes =        "Also known as \cite{5158987}",

Genetic Programming entries for Chih-Hung Wen Wen-Tsao Pan