10 search results - page 1 / 2 » Adaptive stock trading with dynamic asset allocation using r... |
ISCI
2006
14 years 9 months ago
2006
ECML
2004
Springer
15 years 2 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
15 years 2 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
15 years 2 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
15 years 1 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...