Trading rules on stock markets using Genetic Network Programming-Sarsa learning with plural subroutines

Proceedings of the SICE Annual Conference

Volumn , Issue , 2011, Pages 143-148

  Gu, Yunqing ^a   Mabu, Shingo ^a   Yang, Yang ^a   Li, Jianhua ^a   Hirasawa, Kotaro ^a  

^a WASEDA UNIVERSITY   (Japan)

Author keywords

genetic network programming; reinforcement learning; stock trading model; subroutine; technical index

Indexed keywords

COMMERCE; FINANCE; FINANCIAL MARKETS; GENETIC ALGORITHMS; GENETIC PROGRAMMING; REINFORCEMENT LEARNING;

AUTOMATICALLY DEFINED FUNCTIONS; DIFFERENT STRUCTURE; GENETIC NETWORK PROGRAMMING; INPUT AND OUTPUTS; SARSA LEARNING; STOCK TRADING MODEL; TECHNICAL INDEX; TRADING RULES;

SUBROUTINES;

EID: 81255167324     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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