期刊名称：Journal of International Technology and Information Management
印刷版ISSN：1941-6679
出版年度：2011
卷号：20
期号：1
页码：3
出版社：California State University, San Bernardino
摘要：A hybrid machine learning system based on Genetic Algorithm (GA) and Time Series Analysis is proposed. In stock market, a technical trading rule is a popular tool for analysts and users to do their research and decide to buy or sell their shares. The key issue for the success of a trading rule is the selection of values for all parameters and their combinations. However, the range of parameters can vary in a large domain, so it is difficult for users to find the best parameter combination. In this paper, we present the Genetic Algorithm (GA) to overcome the problem in two steps. First, setting a sub-domain of the parameters with GA. Second, finding a near optimal value in the sub domain with GA and Time Series Analysis in a very reasonable time.
