Title :
Investment decisions using genetic algorithms
Author :
Kassicieh, Suleiman K. ; Paez, Thomas L. ; Vora, Gautam
Author_Institution :
Dept. of Finance, Int. & Technol. Manage., New Mexico Univ., Albuquerque, NM, USA
Abstract :
We examine the performance of genetic algorithms as a method for deciding on a strategy to invest in different financial instruments. We discuss the literature, pointing out the different methods for making investment decisions. We then describe genetic algorithms, linking them to the procedure used in this study. We then report on the results obtained in our experiments
Keywords :
financial data processing; genetic algorithms; investment; economic variables; financial assets; financial instruments; genetic algorithms; investment decisions; Arithmetic; Economic forecasting; Finance; Genetic algorithms; Instruments; Investments; Laboratories; Switches; Technology management; Timing;
Conference_Titel :
System Sciences, 1997, Proceedings of the Thirtieth Hawaii International Conference on
Conference_Location :
Wailea, HI
Print_ISBN :
0-8186-7743-0
DOI :
10.1109/HICSS.1997.663208
