Investment Decisions Using Genetic Algorithms

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30th Hawaii International Conference on System Sciences (HICSS) Volume 5: Advanced Technology Track

Investment Decisions Using Genetic Algorithms (PDF)

Maui, Hawaii

January 03-January 06

ISBN: 0-8186-7743-0

	ASCII Text	x
	Suleiman K. Kassicieh, Thomas L. Paez, Gautam Vora, "Investment Decisions Using Genetic Algorithms," Hawaii International Conference on System Sciences, vol. 5, pp. 484, 30th Hawaii International Conference on System Sciences (HICSS) Volume 5: Advanced Technology Track, 1997.

	BibTex	x
	@article{ 10.1109/HICSS.1997.663208, author = {Suleiman K. Kassicieh and Thomas L. Paez and Gautam Vora}, title = {Investment Decisions Using Genetic Algorithms}, journal ={Hawaii International Conference on System Sciences}, volume = {5}, year = {1997}, issn = {1060-3425}, pages = {484}, doi = {http://doi.ieeecomputersociety.org/10.1109/HICSS.1997.663208}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, }

	RefWorks Procite/RefMan/Endnote	x
	TY - CONF JO - Hawaii International Conference on System Sciences TI - Investment Decisions Using Genetic Algorithms SN - 1060-3425 SP EP A1 - Suleiman K. Kassicieh, A1 - Thomas L. Paez, A1 - Gautam Vora, PY - 1997 KW - null VL - 5 JA - Hawaii International Conference on System Sciences ER -

Suleiman K. Kassicieh, University of New Mexico, Albuquerque, NM 87131

Thomas L. Paez, Department of Experimental Structural Dynamics

Gautam Vora, Department of Finance, International and Technology Management

DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/HICSS.1997.663208

We examine the performance of genetic algorithms as method for deciding on a strategy to invest in different financial instruments. We discuss the literature pointing out the different methods for making investment decisions. We then describe genetic algorithms linking them to the procedure used in this study. We then report the results obtained in our experiments.

Citation:

Suleiman K. Kassicieh, Thomas L. Paez, Gautam Vora, "Investment Decisions Using Genetic Algorithms," hicss, vol. 5, pp.484, 30th Hawaii International Conference on System Sciences (HICSS) Volume 5: Advanced Technology Track, 1997

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