An Investigation of GA-Fuzzy Technique in Technical Analysis
Li, Guanzhen (2009) An Investigation of GA-Fuzzy Technique in Technical Analysis. [Dissertation (University of Nottingham only)] (Unpublished)
This study looks at the application of GA-fuzzy system in technical analysis. The fuzzy inference systems (FIS) used in this article for technical analysis are based on the work by H. Dourra Pepe Siy (2002) and W. M. Cheung, Uzay Kaymak (2007). In addition, the parameters these FIS in this paper are tuned by various form of GA that tunes membership functions (MF) and/or rule base (RB) sequentially or simultaneously. By examining the return and efficiency of different untrained and trained FIS using different strategies in bear and bull market, I have found some interesting computational and financial results that can be helpful for future researchers.
Actions (Archive Staff Only)