Buying and Selling Stocks of Multi Brands Using Genetic Network Programming with Control Nodes

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概要

• 論文の詳細を見る

• A new evolutionary method named “Genetic Network Programming with control nodes, GNPcn” has been applied to determine the timing of buying or selling stocks. GNPcn represents its solutions as directed graph structures which has some useful features inherently. For example, GNPcn has an implicit memory function which memorizes the past action sequences of agents and GNPcn can re-use nodes repeatedly in the network flow, so very compact graph structures can be made. GNPcn can determine the strategy of buying and selling stocks of multi issues. The effectiveness of the proposed method is confirmed by simulations.

• 社団法人 電気学会の論文
• 2008-12-01

著者

• MABU Shingo

  Graduate School of Information, Production and Systems, Waseda University

• HIRASAWA Kotaro

  Graduate School of Information, Production and Systems, Waseda University

• CHEN Yan

  Graduate school of Information, Production and Systems, Waseda University

• SHIMADA Kaoru

  Graduate school of Information, Production and Systems, Waseda University

• 平澤 宏太郎

  Graduate School Of Information Production And Systems Waseda University

• Mabu Shingo

  Graduate School Of Information Production And Systems Waseda University

• Markon Sandor

  Fujitec Co. Ltd Prod. Dev. Hq

• Shimada Kaoru

  Graduate School Of Information Production And Systems Waseda University

• Hirasawa Kotaro

  Graduate School Of Information Science And Electrical Engineering Kyushu University

• Hirasawa Kotaro

  Department Of Electrical Engineering Faculty Of Engineering Kyushu University

• Hirasawa Kotaro

  Graduate School Of Information Production And Systems Waseda Univ.

• SHIMADA Kaoru

  Information, Production and Systems Research Center, Waseda University

• OHKAWA Etsushi

  Graduate School of Information, Production and Systems, Waseda University

• BAO Zhiguo

  Graduate School of Information, Production and Systems, Waseda University

• Hirasawa Kotaro

  Graduate School Of Information Production And Systems Waseda University

• Chen Yan

  Graduate School Of Information Production And Systems Waseda University

• Bao Zhiguo

  Graduate School Of Information Production And Systems Waseda University

• Ohkawa Etsushi

  Graduate School Of Information Production And Systems Waseda University

• Bao Zhiguo

  Graduate School Of Information Production And Systems Waseda Univ.

• Markon Sandor

  Graduate School Of Information Production And Systems Waseda University

• Hirasawa Kotaro

  Graduate School Of Information Production And System Waseda University

• Mabu Shingo

  Graduate School Of Information Production And System Waseda University

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