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系统工程理论与实践 2003
Application of the Genetic Algorithm in Short-term Stock Investment Decision-making
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Abstract:
In order to correct the locality and partiality in the classical analysis method for investment, a genetic algorithm used in short-term stock investment analysis is proposed. Significance of chromosome, adapt value parameter in the stock market is explained and an applied scheme of selection, crossbreed, and variation operator is designed. We propose an improved calculation method "extended operator". After application of the method in Shanghai stock market, it has been confirmed that the calculation method is correct and effective.