Extraction of investment strategies based on moving averages: A genetic algorithm approach

IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)

Volumn 2003-January, Issue , 2003, Pages 403-410

  Jiang, Rui ^a   Szeto, K Y ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Biological cells; Data mining; Evolutionary computation; Genetic algorithms; Investments; Pattern analysis; Physics; Stock markets; Supply and demand; Testing

Indexed keywords

ALGORITHMS; ARTIFICIAL INTELLIGENCE; BIOINFORMATICS; ECONOMICS; ELECTRONIC TRADING; EVOLUTIONARY ALGORITHMS; EXTRACTION; GENETIC ALGORITHMS; INVESTMENTS; OPTIMIZATION; PHYSICS; PLANNING; STRATEGIC PLANNING; TESTING;

ADAPTIVE MOVING AVERAGES; BIOLOGICAL CELLS; EXPONENTIAL MOVING AVERAGES; GENETIC ALGORITHM APPROACH; OPTIMIZATION PROBLEMS; PATTERN ANALYSIS; STOCK MARKET; SUPPLY AND DEMAND;

DATA MINING;

EID: 33847137102     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CIFER.2003.1196288     Document Type: Conference Paper

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