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Una aplicación de algoritmos genéticos a la regla de filtro en la transacción de acciones

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  • Hernández Chanto, Allan

Abstract

En el mercado de acciones, una rgla de filtro se define como una herramienta técnica que le permite a los agentes involucados definir una estrategia sobre cuándo comprar o vender sus acciones, a partir de la determinación de ciertos parámetros. El asunto crucial radica en cómo seleccionar la combinación óptima de los parámetros dentro de un espacio de búsqueda suficientemente grande. En este artículo se aplica la técnica heurística de algoritmos genéticos, paa encontrar la combinación cuasi-óptima de parámetros que maximice las ganancias de capital en la transacción de acciones.

Suggested Citation

  • Hernández Chanto, Allan, 2009. "Una aplicación de algoritmos genéticos a la regla de filtro en la transacción de acciones," Revista de Ciencias Económicas, Instituto de Investigaciones en Ciencias Económicas, Universidad de Costa Rica, vol. 27(2), December.
    • Handle: RePEc:rce:rvceco:7109
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    File URL: https://revistas.ucr.ac.cr/index.php/economicas/article/view/7109
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