Open Access. Powered by Scholars. Published by Universities.®
Operations Research, Systems Engineering and Industrial Engineering Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 2 of 2
Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering
Instance Selection Using Genetic Algorithms For An Intelligent Ensemble Trading System, Youngmin Kim, David Lee Enke
Instance Selection Using Genetic Algorithms For An Intelligent Ensemble Trading System, Youngmin Kim, David Lee Enke
Engineering Management and Systems Engineering Faculty Research & Creative Works
Instance selection is a way to remove unnecessary data that can adversely affect the prediction model, thereby selecting representative and relevant data from the original data set that is expected to improve predictive performance. Instance selection plays an important role in improving the scalability of data mining algorithms and has also proven to be successful over a wide range of classification problems. However, instance selection using an evolutionary approach, as proposed in this study, is different from previous methods that have focused on improving accuracy performance in the stock market (i.e., Up or Down forecast). In fact, we propose a …
Optimizing Macd Parameters Via Genetic Algorithms For Soybean Futures, Phoebe S. Wiles, David Lee Enke
Optimizing Macd Parameters Via Genetic Algorithms For Soybean Futures, Phoebe S. Wiles, David Lee Enke
Engineering Management and Systems Engineering Faculty Research & Creative Works
To create profits, traders must time the market correctly and enter and exit positions at ideal times. Finding the optimal time to enter the market can be quite daunting. The soybean market can be volatile and complex. Weather, sentiment, supply, and demand can all affect the price of soybeans. Traders typically use either fundamental analysis or technical analysis to predict the market for soybean futures' contracts. Every agricultural future's contract or security contract is different in its nature, volatility, and structure. Therefore, the purpose of this research is to optimize the moving average convergence divergence parameter values from traditionally used …