Lecture Notes in Computer Science, 2004, Volume 3039/2004, 835-842, DOI: 10.1007/978-3-540-25944-2_108

Performance Measures in an Evolutionary Stock Trading Expert System

Piotr Lipinski and Jerzy J. Korczak

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Abstract

This paper addresses the problem of investment assessment and selection. A number of various performance measures are evaluated and studied. The goal of these investigations is to compare these performance measures on real-life data and to discover an optimal performance measure for selecting investment strategies in an evolutionary stock trading decision support system. Evaluations have been performed on financial time series from the Paris Stock Exchange.

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