摘要
为了尽快开发出适合国情的期货控险系统,介绍了一种基于演化计算的期货交易决策辅助系统的实现方法。该系统可在多市场多个交易代理商之间完成各种交易手段,并在此过程中自适应的学习交易品种、地点、手段和时机。本系统的研究对未来期货基金的辅助决策系统进行了有益的尝试,并且对于各类期货客户实际操盘有着一定的应用价值。
In order to develop the future control risk system properly for our country,this paper develops a method for implementing trading assistant decision system for future market based on evolution calculation.The system can completes different trading measures among multimarket and multiagent,and adaptively learn trading variety,markets,measures and changes.This system will become the foundation of the trading assistant for funds in the future,and be valuable for investors in practice.
出处
《电脑开发与应用》
2005年第2期44-45,47,共3页
Computer Development & Applications
基金
武汉金龙期货经纪有限公司资助项目。
关键词
遗传算法
期货交易
交易策略
人工神经网络
个体学习
群体交流学习
genetic algorithm,future trading,trading strategy,artificial neural nets,individual learning,social learning
