Utilizing Genetic Algorithms in Conjunction with ANN-Based Stock Valuation Models to Enhance the Optimization of Stock Investment Decisions
學年 112
學期 2
出版（發表）日期 2024-07-01
作品名稱 Utilizing Genetic Algorithms in Conjunction with ANN-Based Stock Valuation Models to Enhance the Optimization of Stock Investment Decisions
作品名稱（其他語言）
著者 Ying-Hua Chang, Chen-Wei Huang
單位
出版者
著錄名稱、卷期、頁數 AI in Finance: Leveraging AI to Transform Financial Services, 2024, 5(3), 1011-1029
摘要 Navigating the stock market’s unpredictability and reducing vulnerability to its volatility requires well-informed decisions on stock selection, capital allocation, and transaction timing. While stock selection can be accomplished through fundamental analysis, the extensive data involved often pose challenges in discerning pertinent information. Timing, typically managed through technical analysis, may experience delays, leading to missed opportunities for stock transactions. Capital allocation, a quintessential resource optimization dilemma, necessitates meticulous planning for resolution. Consequently, this thesis leverages the optimization attributes of genetic algorithms, in conjunction with fundamental analysis and the concept of combination with repetition optimization, to identify appropriate stock selection and capital allocation strategies. Regarding timing, it employs deep learning coupled with the Ohlson model for stock valuation to ascertain the intrinsic worth of stocks. This lays the groundwork for transactions to yield favorable returns. In terms of experimentation, this study juxtaposes the integrated analytical approach of this thesis with the equal capital allocation strategy, TAIEX, and the Taiwan 50 index. The findings affirm that irrespective of the Taiwan stock market’s bullish or bearish tendencies, the method proposed in this study indeed facilitates investors in making astute investment decisions and attaining substantial profits.
關鍵字 combination with repetitions; generic algorithms; Ohlson model; deep learning; optimization techniques; investment strategies
語言 en
ISSN 2673-2688
期刊性質 國外
收錄於 ESCI Scopus NotTSSCI
產學合作
通訊作者
審稿制度 是
國別 CHE
公開徵稿
出版型式 ,電子版
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