Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation

In this chapter an evolutionary system for generating investment strategies is presented. The algorithms used in the system (evolutionary algorithm, co-evolutionary algorithm, and agent-based co-evolutionary algorithm) are verified and compared on the basis of the results coming from experiments carried out with the use of real-life stock data. The conclusions drawn from the results of experiments are such that co-evolutionary and agent-based co-evolutionary techniques better maintain population diversity and generate more general investment strategies than evolutionary algorithms.

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