遺傳演算法於股票市場技術指標分析預測的應用

Application of Genetic Algorithms to Stock Market Technical Indicator Analysis and Forecasting

沈宗育(Tsung-Yu Shen)

指導教授 ： 葉佳炫

元智大學/資訊學院/資訊管理學系/碩士(2009年)

https://doi.org/10.6838/YZU.2009.00216

摘要

本論文為以遺傳演算法針對單一指定股票之技術分析線型進行參數優化、報酬優化、買賣點與股票操作策略建立之研究。本論文並藉此發展一套有效的股票買賣點預測、 操作策略與投資建議的工具。

關鍵字

股票技術指標 線型預測 遺傳演算法

並列摘要

In this study, genetic algorithms was using in parameter optimization, profit optimization, buy/sell signals and trading strategies decision of technical analysis of a stock. And this study also using genetic algorithms to build a tool about buy/sell signals forcast and trading strategies decision of a stock.

並列關鍵字

stock technical analysis technical index forecasting Genetic Algorithms

參考文獻

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