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Start Over Topic artificial intelligence Language spanish Journal odeon - observatorio de economia y operaciones numericas Publisher universidad externado de colombia
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1. Optimización de estrategias de trading con promedios móviles para futuros de petróleo mediante algoritmos genéticos.

Author

Aragón Bohorquez, Arbey, Mejía Vega, Carlos Armando, and Zapata Quimbayo, Carlos Andrés

Subjects
*ARTIFICIAL neural networks, *GENETIC algorithms, *PETROLEUM, *INVESTMENT policy, *ARTIFICIAL intelligence
Abstract

The implementation of trading strategies through computational tools and artificial intelligence, such as artificial neural networks (ann) and genetic algorithms (ag), have presented important advances in the last years, In this paper it is implemented a ag for the optimization of a trading strategy with two moving averages in the inter-day market of crude oil futures. The objective function is the global return of the investment. The document presents the methodology and the design of this investment strategy with consistent results even with out-of-sample data. [ABSTRACT FROM AUTHOR]

Published
2018
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