GNP-Sarsa with subroutines for trading rules on stock markets

Conference Proceedings - IEEE International Conference on Systems, Man and Cybernetics

Volumn , Issue , 2010, Pages 1161-1165

  Yang, Yang ^a   Li, JianHua ^a   Mabu, Shingo ^a   Hirasawa, Kotaro ^a  

^a WASEDA UNIVERSITY   (Japan)

Author keywords

Concurrent evolution; Evolutionary algorithms; Genetic network programming; Reinforcement learning; Stock trading model; Subroutine; Technical index

Indexed keywords

BASIC STRUCTURE; CANDLESTICK CHART; COMPACT STRUCTURES; COMPLEX SOLUTION; CONCURRENT EVOLUTION; GENETIC NETWORK PROGRAMMING; PROCESSING NODES; SMALL SCALE; STOCK MARKET; STOCK PRICE; STOCK TRADING MODEL; TECHNICAL INDEX; TRADING RULES;

BIOLOGY; COMMERCE; COMPUTER SOFTWARE REUSABILITY; CYBERNETICS; EVOLUTIONARY ALGORITHMS; FINANCE; GENETIC PROGRAMMING; LEARNING ALGORITHMS; REINFORCEMENT LEARNING; STRUCTURE (COMPOSITION);

SUBROUTINES;

EID: 78751480830     PISSN: 1062922X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICSMC.2010.5642366     Document Type: Conference Paper

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