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July 2008 Calendar

CS Masters' Thesis Defense

Title: A Genetic Algorithm That Helps a Stock Market Investor Make the Most Profit
Speaker: Madeha Shahid
Date: Thursday, July 10, 2008
Time: 8:00 a.m.
Location: GMCS 405
Thesis advisor: Dr Joseph Lewis

Abstract:
In this work, we have created a solution for a stock market investor. It will help an investor manage stocks, and make the most profit while trading stocks. Genetic algorithms (GAs) have performed well in the financial market problems. Our solution also uses a variable length genetic algorithm. This GA runs over the stock market data; identifies trends in its the moving average, using multiple moving averages and then buys or sells stocks as the GA suggests. The fitness function computes the net worth of individuals at the end of each generation, and returns a profit/loss percentage with respect to its initial investment. Results show that at the end of each GA run, the entire population converges to better results and the optimal solutions give us significant profit with respect to our initial investment.
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