遗传算法在量化投资中的应用
he Application Of Genetic Algorithm In Quantitative Investment
面对众多交易策略，如何搜索出满意的交易策略已经成为金融行业和学术界的关键问题，采用遗传算法的思想可以实现交易策略的优化和筛选，从中选择出收益率较高的并且历史回撤率较小的交易策略，实证结果证明该方法实现的交易策略可以得到较稳定的回报，可以为证券投资提供一种辅助参考的作用。
Faced with numerous trading strategies, how to search for a satisfactory trading strategy has become a key issue in the financial industry and academia, ideas can be implemented using genetic algorithms to optimize trading strategies and select trading strategies from which have a higher rate of return and the history retracement,The results show that this method can achieve a more stable return, can provide an auxiliary reference role as investment securities.
黄光辉、刘满在、苏佳琳
财政、金融自动化技术经济
遗传算法交易策略量化投资交叉算子变异算子
Genetic AlgorithmTrading StrategyQuantitative InvestmentCrossover OperatorMutation Operator
黄光辉,刘满在,苏佳琳.遗传算法在量化投资中的应用[EB/OL].(2014-12-30)[2025-08-11].http://www.paper.edu.cn/releasepaper/content/201412-990.点此复制
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