Ruiz-Cruz, RiemannSedano, ChelsieFlores, Oscar2021-04-272021-04-272019-11R. Ruiz-Cruz, C. Sedano and O. Flores. Genetic optimization of a trading algorithm based on pattern recognition. 2019 IEEE Latin American Conference on Computational Intelligence (LA-CCI), Guayaquil, Ecuador, 2019, pp. 1-6, doi: 10.1109/LA-CCI47412.2019.9037052.978-1-7281-5666-8https://hdl.handle.net/11117/6574In the present paper, a trading strategy based onpattern recognition is optimized by means of a genetic algorithm.The genetic algorithm is used to determine decisions of buy/sellbased on the patterns found through time for a portfolio in thestock market. The predominant algorithms used in this workwere theK-means clustering algorithm to find the patterns indifferent time lapses, and the genetic algorithm for optimization.The results are supported by simulations using a selected sharesof the Mexican stock market.engGenetic algorithmPortfolio optimizationTrading algorithminfo:eu-repo/semantics/article