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Volumn 2, Issue , 2004, Pages 503-507

Strategy of futures trading mechanism using extended classifier system

Author keywords

Extended classifier system; Futures exchange; Futures extended classifier trading mechanism; Futures investment

Indexed keywords

COMMERCE; ERROR ANALYSIS; GENETIC ALGORITHMS; INVESTMENTS; LEARNING SYSTEMS; ONLINE SYSTEMS; PROBLEM SOLVING;

EID: 10044240619     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (3)

References (11)
  • 1
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    • Simple technical trading rules and the stochastic properties of stock returns
    • W. Brock, J. Lakonishok, B. LeBaron, "Simple Technical Trading Rules and the Stochastic Properties of Stock Returns," The journal of Financial, vol. XLVII, no. 5, 1992, pp. 1731-1764.
    • (1992) The Journal of Financial , vol.47 , Issue.5 , pp. 1731-1764
    • Brock, W.1    Lakonishok, J.2    LeBaron, B.3
  • 2
    • 0036696375 scopus 로고    scopus 로고
    • Stock market trading rule discovery using technical charting heuristics
    • W. Leigh, N. Modani, R. Purvis, T. Robert, "Stock market trading rule discovery using technical charting heuristics," Expert System with Application, vol.23, 2002, pp. 155-159.
    • (2002) Expert System with Application , vol.23 , pp. 155-159
    • Leigh, W.1    Modani, N.2    Purvis, R.3    Robert, T.4
  • 6
    • 0001387704 scopus 로고
    • Classifier fitness based on accuracy
    • S. W. Wilson, "Classifier Fitness Based on Accuracy," Evolutionary Computation, vol. 3, 1995, pp. 149-175.
    • (1995) Evolutionary Computation , vol.3 , pp. 149-175
    • Wilson, S.W.1
  • 7
    • 0043144286 scopus 로고    scopus 로고
    • Generalization in the XCS classifier system
    • S. W. Wilson, "Generalization in the XCS Classifier System," Evolutionary Computation, vol.7 (2), pp. 125-149.
    • Evolutionary Computation , vol.7 , Issue.2 , pp. 125-149
    • Wilson, S.W.1
  • 8
    • 0042824912 scopus 로고    scopus 로고
    • Using genetic algorithms to find technical trading rules
    • F. Allen, R. Karjalainen, "Using genetic algorithms to find technical trading rules," Journal of Financial Economics, vol. 51, 1999, 245-271.
    • (1999) Journal of Financial Economics , vol.51 , pp. 245-271
    • Allen, F.1    Karjalainen, R.2
  • 10
    • 0000746883 scopus 로고
    • Escaping brittleness: The possibilities of general-purpose learning algorithms applied to parallel rule-based systems
    • R. S. Michalski, J. G. Carbonell, T. M. Mitchell, Eds. CA, Los Altos: Morgan Kaufmann, Chapter 20
    • J. H. Holland, "Escaping brittleness: The possibilities of general-purpose learning algorithms applied to parallel rule-based systems," in Machine Learning, an Artificial Intelligence Approach, R. S. Michalski, J. G. Carbonell, T. M. Mitchell, Eds. vol. II, CA, Los Altos: Morgan Kaufmann, 1986, pp. 593-623, Chapter 20.
    • (1986) Machine Learning, an Artificial Intelligence Approach , vol.2 , pp. 593-623
    • Holland, J.H.1
  • 11
    • 0012816981 scopus 로고    scopus 로고
    • An algorithmic description of XCS
    • Illinois Genetic Algorithms Laboratory
    • M. V. Butz and W. Wilson, "An algorithmic description of XCS," in Technical Report 2000017, Illinois Genetic Algorithms Laboratory, 2000.
    • (2000) Technical Report 2000017
    • Butz, M.V.1    Wilson, W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.