10 search results - page 1 / 2 » Adaptive stock trading with dynamic asset allocation using r... |
ISCI
2006
13 years 5 months ago
2006
ECML
2004
Springer
13 years 10 months ago
2004
Springer
Given the pattern-based multi-predictors of the stock price, we study a method of dynamic asset allocation to maximize the trading performance. To optimize the proportion of asset ...
GECCO
2009
Springer
13 years 10 months ago
2009
Springer
The Portfolio Optimization problem consists of the selection of a group of assets to a long-term fund in order to minimize the risk and maximize the return of the investment. This...
IDEAL
2004
Springer
13 years 10 months ago
2004
Springer
We study a stock trading method based on dynamic bayesian networks to model the dynamics of the trend of stock prices. We design a three level hierarchical hidden Markov model (HHM...
IWCLS
1999
Springer
13 years 9 months ago
1999
Springer
In this paper we describe a simple model of adaptive agents of different types, represented by Learning Classifier Systems (LCS), which make investment decisions about a risk fre...