Genetic algorithms for the investment of the mutual fund with global trend indicator
نویسندگان
چکیده
منابع مشابه
Genetic algorithms for the investment of the mutual fund with global trend indicator
Our investment strategy for the world mutual funds can be divided into three main parts. First, the global trend indicator (GTI) is defined for evaluating the price change trend of the funds in the future. Then, based on GTI, we derive the monitoring indicator (MI) to measure whether the fund market is in the bull or bear state. Finally, to decide the signal for buying or selling funds, a genet...
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ژورنال
عنوان ژورنال: Expert Systems with Applications
سال: 2011
ISSN: 0957-4174
DOI: 10.1016/j.eswa.2010.07.094