关键词: 股票选择, 遗传算法, 聚类分析, 投资决策, 组合优化

Abstract: In order to increase the income of investors in the stock market and solve the important issue about stock selection in the securities investment, a stock selection model based on genetic algorithm is proposed. This method uses financial indicators of listed companies as characteristics of samples. Firstly, in order to overcome the instability of K-means algorithm, it doses the cluster analysis on stocks in the same field using the K-means algorithm based on genetic algorithm. Then stocks in the poor class should be removed. Secondly, it encodes screening conditions. An improved genetic operator is proposed to solve the premature convergence of traditional genetic algorithm in dealing with complex problems. Then it uses the improved genetic algorithm to find parameters of the stock selection model which can maximize the income of the investment in the stock market. Experimental results demonstrate that this method has a great effect on stock selection and is valuable to investors.

Key words: stock selection, genetic algorithm, cluster analysis, investment decision, combinatorial optimization