CODEWITHSUNDEEP
artificial-intelligence
FLF
FLF

Reputation: 157

genetic Algorithm fitness function for stock market pridiction

i have been working on stock market prediction for couple of months but could not find any relevant information. i googled it and found some research papers but unfortunately they only mention the working of genetic algorithm. which i already know .

i need to design a fitness function to predict stock market i have already get the real data from stock market

Open High Low Close Volume

253.8 255.8 253.8 255.8 809300

250.8 250.8 243.05 247.8 2041000

248.1 254.9 248.19 254 4550500

254 261.39 252.35 259.54 9926000

259.54 260.60 253.5 253.94 5425700

253.94 257.25 248.05 256.10 7504500

256.1 258.35 248.30 251 10933400

251 253.64 249.25 250.44 5478500

250.44 252.89 248.60 252.25 6316600

252.25 254.85 252 254.05 6332500

254.05 255.35 252 252.25 6961600

253.5 259.5 253.5 259.25 10216200

259.25 260.20 257.10 257.89 6071400

can anyone please help me to get a relevant fitness function

Upvotes: 0

Views: 934

Answers (1)

Philip
Philip

Reputation: 1551

Your fitness function would be how close your predictions were to the actual. So you've got your population of agents who are predicting tomarrow's prices. Like, agent #12683 goes through his model and predicts that the price of eggs will be up 0.5% tomorrow. You take their predictions (+0.5%), subtract them from the actual prices, and take the absolute. A score of zero is perfect.

You'd use historical data to provide a learning set on.

And you'd be a decade behind the quant-devs who have already done this and a few years behind the quant-devs who gamed those systems to make a buck. Welcome to the stock market.

Upvotes: 5

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