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Trading Strategies via Markov and Genetic Algorithms by Parham is a document available to read on EtoBox.

What is Trading Strategies via Markov and Genetic Algorithms about?

The paper proposes combining Markov decision processes and genetic algorithms to develop stock trading strategies. This uses MDPs to help with market timing decisions and genetic algorithms to optimize stock selection and capital allocation. The model aims to help investors make better decisions around timing, selection and capital allocation when trading stocks.

Author

Parham

Language

EN