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Volumn 1, Issue , 2004, Pages 940-947

Evolutionary building of stock trading experts in a real-time system

Author keywords

[No Author keywords available]

Indexed keywords

ONLINE TRADING; STOCK EXCHANGES; STOCK MARKETS;

EID: 4344669168     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (19)

References (19)
  • 1
    • 0042824912 scopus 로고    scopus 로고
    • Using genetic algorithms to find technical trading rules
    • Allen, F., Karjalainen, R., "Using Genetic Algorithms to Find Technical Trading Rules", Journal of Financial Economics, 51, 1999, pp.245-279.
    • (1999) Journal of Financial Economics , vol.51 , pp. 245-279
    • Allen, F.1    Karjalainen, R.2
  • 4
    • 85008856928 scopus 로고    scopus 로고
    • A real-time adaptive trading system using genetic programming
    • Dempster, M. A. H., Jones, C. M., "A Real-Time Adaptive Trading System using Genetic Programming", Quantitative Finance, Vol. 1, 2001, pp. 397-413.
    • (2001) Quantitative Finance , vol.1 , pp. 397-413
    • Dempster, M.A.H.1    Jones, C.M.2
  • 7
    • 84959060521 scopus 로고    scopus 로고
    • Evolution strategy in portfolio optimization
    • Artificial Evolution, ed. P. Collet, Springer
    • Korczak, J., Lipinski, P., Roger, P., "Evolution Strategy in Portfolio Optimization", Artificial Evolution, ed. P. Collet, Lecture Notes in Computer Science, vol. 2310, Springer, 2002, pp. 156-167.
    • (2002) Lecture Notes in Computer Science , vol.2310 , pp. 156-167
    • Korczak, J.1    Lipinski, P.2    Roger, P.3
  • 8
    • 84959049331 scopus 로고    scopus 로고
    • Evolution strategies: Principles and prototypes
    • LSIIT, CNRS, Université Louis Pasteur, Illkirch
    • Korczak, J., Lipinski, P., "Evolution Strategies: Principles and Prototypes", Research Report 2001/05, LSIIT, CNRS, Université Louis Pasteur, Illkirch, 2001.
    • (2001) Research Report , vol.2001 , Issue.5
    • Korczak, J.1    Lipinski, P.2
  • 9
    • 4344654261 scopus 로고    scopus 로고
    • Shortening of evolutionary agent learning using sequential pattern methods
    • ed. D. Kazakov, D. Kudenko, E. Alonso, University of Wales, Aberystwyth, UK
    • Korczak, J., Lipinski, P., "Shortening of Evolutionary Agent Learning using Sequential Pattern Methods", Proceedings of the AISB'03 Thin) Symposium on Adaptive Agents and Multi-Agent Systems, AAMAS, ed. D. Kazakov, D. Kudenko, E. Alonso, University of Wales, Aberystwyth, UK, 2003, pp.115-119.
    • (2003) Proceedings of the AISB'03 Thin Symposium on Adaptive Agents and Multi-agent Systems, AAMAS , pp. 115-119
    • Korczak, J.1    Lipinski, P.2
  • 12
    • 4344638457 scopus 로고    scopus 로고
    • Dependency mining in large sets of stock market trading rules
    • Technical University of Szczecin, Szczecin, Poland (electronic edition, the paper accepted also to a Kluwer edition)
    • Lipinski, P., "Dependency Mining in Large Sets of Stock Market Trading Rules", Proceedings of 10th International Multi-Conference on Advanced Computer Systems, Technical University of Szczecin, Szczecin, Poland, 2003 (electronic edition, the paper accepted also to a Kluwer edition).
    • (2003) Proceedings of 10th International Multi-conference on Advanced Computer Systems
    • Lipinski, P.1
  • 14
    • 4344701414 scopus 로고    scopus 로고
    • Performance function and reinforcement learning for trading systems and portfolios
    • Moody, J., "Performance Function and Reinforcement Learning for Trading Systems and Portfolios", Journal of Forecasting, 1997.
    • (1997) Journal of Forecasting
    • Moody, J.1
  • 16
    • 0031328861 scopus 로고    scopus 로고
    • Technical analysis in the foreign exchange market profitable? A genetic programming approach
    • Neely, C., Weller, P., Dittmar, R., "Technical Analysis in the Foreign Exchange market Profitable? A Genetic Programming Approach", Journal of Financial Quantitative Analysis, 32, 1997, pp.405-426.
    • (1997) Journal of Financial Quantitative Analysis , vol.32 , pp. 405-426
    • Neely, C.1    Weller, P.2    Dittmar, R.3
  • 17
    • 84957809573 scopus 로고
    • Contemporary evolution strategies
    • Springer, Berlin
    • Schwefel, H.-P., Rudolph, G., "Contemporary Evolution Strategies", Advances in Artificial Life, Springer, Berlin, 1995, pp. 893-907.
    • (1995) Advances in Artificial Life , pp. 893-907
    • Schwefel, H.-P.1    Rudolph, G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.