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A comparison of adaptive and static agents in equity market trading

机译:股票市场交易中的适应性和静态主体的比较

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This paper aims to determine whether an adaptive agent population performs better than a static population. A static population is evolved on historical equity market data from the DAX-30, split into training and testing segments. An adaptive population is retrained continuously over the most recent available data that becomes available with each passing day. For comparison their performance over the out-of-sample test data is measured. Results obtained indicate a clear superiority of the adaptive over the static approach.
机译:本文旨在确定自适应主体群体是否比静态群体表现更好。静态人口是根据DAX-30的历史股票市场数据演变而来的,分为培训和测试部分。适应性种群会随着日新月异而不断获得最新的可用数据进行再培训。为了进行比较,测量了它们在样本外测试数据上的性能。获得的结果表明自适应方法明显优于静态方法。

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