IDEAS home Printed from https://ideas.repec.org/a/wly/apsmbi/v18y2002i2p121-134.html
   My bibliography  Save this article

Stock timing using genetic algorithms

Author

Listed:
  • J. Korczak
  • P. Roger

Abstract

In this paper, a genetic algorithm to search a set of technical trading rules which gives buying and selling advices about individual stocks is proposed. This approach is tested out of a sample of 24 French stocks among the most important stocks traded on the French market. We show that in most cases, the method outperforms a simple buy and hold strategy. However, we also illustrate the fact that the near‐optimal set of rules varies through time and across stocks. Copyright © 2002 John Wiley & Sons, Ltd.

Suggested Citation

  • J. Korczak & P. Roger, 2002. "Stock timing using genetic algorithms," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 18(2), pages 121-134, April.
    • Handle: RePEc:wly:apsmbi:v:18:y:2002:i:2:p:121-134
    DOI: 10.1002/asmb.457
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/asmb.457
    Download Restriction: no
    File URL: https://libkey.io/10.1002/asmb.457?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Janice How & Martin Ling & Peter Verhoeven, 2010. "Does size matter? A genetic programming approach to technical trading," Quantitative Finance, Taylor & Francis Journals, vol. 10(2), pages 131-140.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:apsmbi:v:18:y:2002:i:2:p:121-134. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1002/(ISSN)1526-4025 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.