Autómata Evolutivo (AE) para el mercado accionario usando martingalas y un algoritmo genético

Evolutionary Automaton (AE) for the Stock Market Using Martingales and a Genetic Algorithm The aim of this paper is to develop an Evolutionary Automata (EA) that operates considering a martingale model, which defines investment strategies using immediate historical information, profit or lost limit...

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Bibliographic Details
Main Authors: Jaime Alberto Gómez Vilchis, Federico Hernández Álvarez, Luis Ignacio Román de la Sancha
Format: Article
Language:English
Published: Instituto Mexicano de Ejecutivos de Finanzas 2021-03-01
Series:Revista Mexicana de Economía y Finanzas Nueva Época REMEF
Subjects:
Online Access:https://www.remef.org.mx/index.php/remef/article/view/505