Using extended classifier system to forecast S&P futures based on contrary sentiment indicators

2005 IEEE Congress on Evolutionary Computation, IEEE CEC 2005. Proceedings

Volumn 3, Issue , 2005, Pages 2084-2090

  Chen, An Pin ^a   Chang, Yung Hua ^a  

^a NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; EVOLUTIONARY ALGORITHMS; FINANCIAL DATA PROCESSING; STRATEGIC PLANNING;

EXTENDED CLASSIFIER SYSTEM (XCS); PUT-CALL RATIO; SENTIMENT; VOLATILITY INDEX;

CLASSIFICATION (OF INFORMATION);

EID: 27144510146     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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