A hybrid approach based on neural networks and genetic algorithms to the study of profitability in the Spanish Stock Market
This paper studies predictability and profitability of using neural networks (NN) in the Spanish security market. This is carried out through a hybrid approximation which entails evolving a genetic algorithm in order to obtain an optimal NN's architecture. To that end, (NNs) forecasts are transformed into a simple trading strategy, whose profitability is evaluated against a simple buy-and-hold strategy.
Volume (Year): 12 (2005)
Issue (Month): 5 ()
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