May/June of 2013 a friend of mine and I worked on an AI varsity project together. The aim of the project was to evolve decision trees using an evolutionary programming technique. We made the choice to evolve decision trees that could be used to decide, given a set of financial data for a trading stock, whether to short or long that stock. Using genetic programming we evolved the tree using real stock data from 62 IT stocks off the S&P 500. We did a comparitive study between the performance of trees evolved using financial fundamental analysis against technical analysis as well as the average movement of the market (for those stocks) of the year 2011.
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Blog posts: Fundamental Analysis & Technical Analysis
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Research reports: Fundamental Analysis & Technical Analysis