Generating stock trading signals based on matching degree with extracted rules by genetic network programming

Proceedings of the SICE Annual Conference

Volumn , Issue , 2010, Pages 1164-1169

  Mabu, Shingo ^a   Lian, Yuzhu ^a   Chen, Yan ^a   Hirasawa, Kotaro ^a  

^a WASEDA UNIVERSITY   (Japan)

Author keywords

Evolutionary computation; Genetic network programming; Rule extraction; Stock trading; Technical analysis

Indexed keywords

COMMERCE; EVOLUTIONARY ALGORITHMS; FINANCIAL MARKETS;

ACTION RULES; FITNESS FUNCTIONS; GENETIC NETWORK PROGRAMMING; MATCHING DEGREE; RULE EXTRACTION; RULE GENERATOR; STOCK TRADING; TECHNICAL ANALYSIS;

GENETIC PROGRAMMING;

EID: 78649277772     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (11)

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