||This research proposes a decision and behavior model which tries to approximate the fund trading. The main idea is based on the principle of the publication “Genetic Algorithms for the Investment of the Mutual Fund with Global Trend Indicator”, and four optimization schemes are proposed as well. First, the calculation of GTI is refined to prevent the possible problems caused by the case that all the fund are getting rise, or the opposite. Second, the tolerance is considered to avoid the reduction of profits owing to the increase of rates for transaction which Funds, those near threshold ones, might exchange ranking too often. Third, the concept of Stop-Loss Point is involved to release the fund dynamically instead of oversell. The last, Someone like to investment more profitable with short-term data, but high-risk. Someone like to investment long-term data, therefore, we added (1-α)History + (α)Recent to make users could set by themselves. And we also design genetic algorithm to calculate α for reference.|
Under the constraints of three different coefficients of stop-loss and release, the Return of Investment (ROI) is four times than original one(8.98%), which is compared in 2007.