Comparison of trade decision strategies in an equity market GA trader.
Jason F. NichollsKatherine M. MalanAndries P. EngelbrechtPublished in: CIFEr (2011)
Keyphrases
- decision making
- genetic algorithm
- stock market
- genetic algorithm ga
- double auction
- influence diagrams
- neural network
- hybrid algorithm
- hybrid genetic algorithm
- optimal strategy
- decision rules
- decision makers
- multi objective
- optimization method
- fitness function
- stock price
- supply chain
- decision model
- financial markets
- decision analysis
- trading agents
- market share
- evolutionary algorithm
- equilibrium strategies
- genetic algorithm is employed