Improving return using risk-return adjustment and incremental training in technical trading rules with GAPs

Applied Intelligence

Volumn 33, Issue 2, 2010, Pages 93-106

  Fernandez Garcia, Manuel E ^a   De La Cal Marin, Enrique A ^a   Quiroga Garcia, Raquel ^a  

^a UNIVERSITY OF OVIEDO   (Spain)

Author keywords

Automatic trading systems; GAPs; Soft computing; Technical analisys

Indexed keywords

AUTOMATIC SEARCHES; GAPS; INCREMENTAL TRAINING; NUMERIC VALUES; OVERFITTING; RISK LEVELS; STOCK MARKET; SUBJECT CLASSIFICATION; TECHNICAL ANALISYS; TECHNICAL TRADING RULES; TRADING RULES; TRADING SYSTEMS;

GENETIC ALGORITHMS; MATHEMATICAL OPERATORS; OPTIMIZATION; RISK PERCEPTION; SOFT COMPUTING;

COMMERCE;

EID: 77956714627     PISSN: 0924669X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10489-008-0151-x     Document Type: Article

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