Evolutionary computation and trade execution

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Title: Evolutionary computation and trade execution
Authors: Cui, Wei
Brabazon, Anthony
O'Neill, Michael
Permanent link: http://hdl.handle.net/10197/2160
Date: 2010
Abstract: Although there is a plentiful literature on the use of evolutionary methodologies for the trading of Financial assets, little attention has been paid to the issue of efficient trade execution. Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. This chapter introduces the concept of trade execution and outlines the limited prior work applying evolutionary computing methods for this task. Furthermore, we build an Agent-based Artificial Stock Market and apply a Genetic Algorithm to evolve an efficient trade execution strategy. Finally, we suggest a number of opportunities for future research.
Funding Details: Science Foundation Ireland
Type of material: Book Chapter
Publisher: Springer
Copyright (published version): 2010 Springer Verlag
Keywords: Finance;Natural computing;Evolutionary computation;Trade execution
Subject LCSH: Financial instruments
Natural computation
Evolutionary computation
DOI: 10.1007/978-3-642-13950-5_4
Language: en
Status of Item: Peer reviewed
Is part of: Brabazon, A., O'Neill, M. & Maringer, D. G. (eds.). Natural computing in computational finances : volume 3
Appears in Collections:FMC² Research Collection
Computer Science Research Collection
Business Research Collection
CASL Research Collection

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