A hybrid approach based on neural networks and genetic algorithms to the study of profitability in the Spanish Stock Market

Mariano Matilla-García and Carlos Arguello

Applied Economics Letters, 2005, vol. 12, issue 5, 303-308

Abstract: This paper studies predictability and profitability of using neural networks (NN) in the Spanish security market. This is carried out through a hybrid approximation which entails evolving a genetic algorithm in order to obtain an optimal NN's architecture. To that end, (NNs) forecasts are transformed into a simple trading strategy, whose profitability is evaluated against a simple buy-and-hold strategy.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:12:y:2005:i:5:p:303-308

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DOI: 10.1080/1350485042000329103

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