Generating trading rules on the stock markets with genetic programming

Computers and Operations Research

Volumn 31, Issue 7, 2004, Pages 1033-1047

  Potvin, Jean Yves ^a,b   Soriano, Patrick ^a   Maxime, Vallée ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

^b HEC MONTRÉAL   (Canada)

Author keywords

Genetic programming; Stock markets; Technical analysis; Trading rules

Indexed keywords

COMMERCE; COMPUTATIONAL METHODS; COMPUTER PROGRAMMING; DATA PROCESSING; FINANCE;

GENETIC PROGRAMMING; STOCK INDEX; STOCK MARKETS;

OPERATIONS RESEARCH;

GENETIC ALGORITHM; STOCK MARKET;

EID: 0442328961     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0305-0548(03)00063-7     Document Type: Article

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