A genetic algorithm system for predicting the OEX

Deniz Yuret and Michael de la Maza (1994) ( PS ): A genetic algorithm system for predicting the OEX. Technical Analysis of Stocks & Commodities.

Abstract:

Many have discovered that designing a successful automatic trading system is a Sisyphean task. Powerful new artificial intelligence methods, such as neural networks, have the potential to simplify this task. To that end, this article describes an application of genetic algorithms to predicting the OEX.