Discovering effective technical trading rules with genetic programming: Towards robustly outperforming buy-and-hold

2009 World Congress on Nature and Biologically Inspired Computing, NABIC 2009 - Proceedings

Volumn , Issue , 2009, Pages 439-444

  Lohpetch, Dome ^a   Corne, David ^a  

^a HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

Genetic programming; Stock trading; Technical trading rules

Indexed keywords

FITNESS FUNCTIONS; RESEARCH TOOLS; STOCK TRADING; TECHNICAL TRADING RULES; TRADING RULES; TRAINING DATASET;

COMMERCE; FUNCTION EVALUATION; PROFITABILITY;

GENETIC PROGRAMMING;

EID: 77949642147     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/NABIC.2009.5393324     Document Type: Conference Paper

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