Publication: Aplicación de predicción en bolsa basada en indicadores técnicos y computación evolutiva
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2015
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Abstract
Los inversores de bolsa utilizan dos factores principales para decidir cuándo invertir y cuándo no:
● Análisis fundamental: análisis en base a las noticias.
● Análisis técnico: análisis en base a la evolución de los precios y volúmenes.
El objetivo de este proyecto es crear una aplicación que, utilizando algoritmos genéticos, y otros tipos de algoritmos evolutivos y de aprendizaje automático, sea capaz de utilizar exclusivamente el análisis técnico para tratar de maximizar las ganancias obtenidas en un período de tiempo.
Se realizará un análisis de los resultados para comprobar si la utilización del análisis técnico es suficiente para la inversión en bolsa y si existe una estrategia general que permita ganar más dinero para cualquier período de tiempo dado que la estrategia básica de comprar el primer día del período y vender el último.
El programa deberá también poder representar de manera gráfica la evolución de los precios y los métodos analíticos e indicadores usados para el análisis técnico.
También se controlarán los impuestos y los cánones para hacer que los resultados sean lo más realistas posibles.
Stock market investors use two main tools to decide when to invest and when not to: ● Fundamental analysis: analysis based on the news. ● Technical analysis: analysis based on the evolution of prices and volumes. The objective of this project is to create an application that using genetic algorithms, other evolutionary algorithms and machine learning, and applying technical analysis, tries to maximize profits over a period of time. An analysis of the results will be performed to check whether the use of technical analysis is sufficient for investing in stock markets and whether there is a general strategy to earn, on any period of time, more money than the basic strategy of buying the first day and selling the last. The program should also be able to graphically represent the evolution of the stock and of the analytical methods and indicators used for technical analysis. Taxes and fees shall also be monitored in order to make the results as realistic as possible.
Stock market investors use two main tools to decide when to invest and when not to: ● Fundamental analysis: analysis based on the news. ● Technical analysis: analysis based on the evolution of prices and volumes. The objective of this project is to create an application that using genetic algorithms, other evolutionary algorithms and machine learning, and applying technical analysis, tries to maximize profits over a period of time. An analysis of the results will be performed to check whether the use of technical analysis is sufficient for investing in stock markets and whether there is a general strategy to earn, on any period of time, more money than the basic strategy of buying the first day and selling the last. The program should also be able to graphically represent the evolution of the stock and of the analytical methods and indicators used for technical analysis. Taxes and fees shall also be monitored in order to make the results as realistic as possible.
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Trabajo de Fin de Grado en Ingeniería Informática (Universidad Complutense, Facultad de Informática, curso 2014/2015)