Last summer our team sat down together to come up with a strategy to predict stock market ups and downs. We employed genetic algorithms to predict stock price variations. In particular, our work was focused on Pakistan Stock Exchange. Our work was quite successful and was accepted to appear in Lecture Notes on Computer Science (LNCS), Springer. Please peruse our work here.
Evolving Technical Trading Strategies Using Genetic Algorithms: A Case About Pakistan Stock Exchange
Finding optimum trading strategies that maximize profit has been a human desire since the inception of the first stock market. Many techniques have been employed ever since to accomplish this goal…
Currently, we are still working in this domain with more rigor and vigor. We are trying with more sophisticated algorithms on larger datasets.
