Investment using evolutionary learning methods and technical rules

European Journal of Operational Research

Volumn 207, Issue 3, 2010, Pages 1717-1727

  Kaucic, Massimiliano ^a,b  

^a UNIVERSITY OF TRIESTE   (Italy)

^b Capp and CAPP Srl   (Italy)

Author keywords

Evolutionary learning; Expert trading system; Genetic algorithms; Technical analysis

Indexed keywords

BAYESIAN MODEL AVERAGING; COMPOSITE INDEX; COMPUTATIONAL RESULTS; EVOLUTIONARY LEARNING; GENETIC LEARNING; LEARNING METHODS; MULTI-OBJECTIVE GENETIC ALGORITHM; OPTIMAL SETS; PLURALITY VOTING; TECHNICAL ANALYSIS; TECHNICAL INDICATOR; TECHNICAL RULES; TECHNICAL TRADING SYSTEM; TRADING SYSTEMS; VARIABLE STRING LENGTH;

BAYESIAN NETWORKS; COMMERCE; LEARNING ALGORITHMS; LEARNING SYSTEMS; STATISTICAL TESTS;

GENETIC ALGORITHMS;

EID: 77957703074     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2010.07.008     Document Type: Article

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