Title
An Empirical Study of Significant Variables for Trading Strategies
Abstract
Nowadays, stock market investment is governed by investment strategies. An investment strategy consists in following a fixed philosophy over a period of time, and it can have a scientific, statistical or merely heuristic base. No method currently exists which is capable of measuring how good an investment strategy is either objectively or realistically. Through the use of Artificial Intelligence and Data Mining tools we have studied the different investment strategies of an important Spanish management agency and extracted a series of significant characteristics to describe them. Our objective is to evaluate and compare investment strategies in order to be able to use those which produce a peak return in our investment.
Year
Venue
Keywords
2007
ICEIS 2007: PROCEEDINGS OF THE NINTH INTERNATIONAL CONFERENCE ON ENTERPRISE INFORMATION SYSTEMS: INFORMATION SYSTEMS ANALYSIS AND SPECIFICATION
significant variables,genetic algorithms,stock market
Field
DocType
Citations 
Trading strategy,Computer science,Knowledge management,Empirical research
Conference
0
PageRank 
References 
Authors
0.34
2
4
Name
Order
Citations
PageRank
Miguel Delgado11067.81
J. F. Núñez Negrillo200.68
E. Gibaja Galindo300.34
C. Molina Férnandez400.34