Portfolio allocation using XCS experts in technical analysis, market conditions and options market

Proceedings of GECCO 2007: Genetic and Evolutionary Computation Conference, Companion Material

Volumn , Issue , 2007, Pages 2965-2972

  Wong, Sor Ying ^a   Schulenburg, Sonia ^b  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b Level E Limited   (United Kingdom)

Author keywords

Computational finance; Economics; Finance; Learning classifier system; Options; Reinforcement learning; XCS

Indexed keywords

FINANCE; INFORMATION USE; MATHEMATICAL MODELS; REINFORCEMENT LEARNING;

COMPUTATIONAL FINANCE; DISCRETIZATION THEORY; LEARNING CLASSIFIER SYSTEMS; XCS;

MULTI AGENT SYSTEMS;

EID: 34548076846     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1274000.1274065     Document Type: Conference Paper

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