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Volumn 7492 LNCS, Issue PART 2, 2012, Pages 42-51

Enhancing profitability through interpretability in algorithmic trading with a multiobjective evolutionary fuzzy system

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMIC TRADING; DECISION MODELS; EMPIRICAL ANALYSIS; EVOLUTIONARY FUZZY SYSTEMS; INTERPRETABILITY; MULTI OBJECTIVE; NATURAL COMPUTING; PARETO SET;

EID: 84866346626     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-32964-7_5     Document Type: Conference Paper
Times cited : (4)

References (15)
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    • Ghandar, A., Michalewicz, Z., Zurbruegg, R.: A case for learning simpler rule sets with multiobjective evolutionary algorithms. In: RuleML Europe, pp. 297-304 (2011)
    • (2011) RuleML Europe , pp. 297-304
    • Ghandar, A.1    Michalewicz, Z.2    Zurbruegg, R.3
  • 5
    • 0025842468 scopus 로고
    • A self-learning rule-based controller employing approximate reasoning and neural net concepts
    • Lee, C.-C.: A self-learning rule-based controller employing approximate reasoning and neural net concepts. International Journal of Intelligent Systems 6(1), 71-93 (1991)
    • (1991) International Journal of Intelligent Systems , vol.6 , Issue.1 , pp. 71-93
    • Lee, C.-C.1
  • 6
    • 0001284735 scopus 로고
    • Anomalies in relationships between securities' yields and yield-surrogates
    • Ray, Ball: Anomalies in relationships between securities' yields and yield-surrogates. Journal of Financial Economics 6(2-3), 103-126 (1978)
    • (1978) Journal of Financial Economics , vol.6 , Issue.2-3 , pp. 103-126
    • Ray, B.1
  • 7
    • 84916936900 scopus 로고
    • Investment performance of common stocks in relation to their price-earnings ratios: A test of the efficient market hypothesis
    • Basu, S.: Investment performance of common stocks in relation to their price-earnings ratios: A test of the efficient market hypothesis. The Journal of Finance 32(3), 663-682 (1977)
    • (1977) The Journal of Finance , vol.32 , Issue.3 , pp. 663-682
    • Basu, S.1
  • 9
    • 84977705340 scopus 로고
    • Debt/equity ratio and expected common stock returns: Empirical evidence
    • Bhandari, L.C.: Debt/equity ratio and expected common stock returns: Empirical evidence. The Journal of Finance 43(2), 507-528 (1988)
    • (1988) The Journal of Finance , vol.43 , Issue.2 , pp. 507-528
    • Bhandari, L.C.1
  • 11
    • 7044241148 scopus 로고    scopus 로고
    • Technical Analysis and Liquidity Provision
    • Kavajecz, K., Odders-White, E.: Technical Analysis and Liquidity Provision. Rev. Financ. Stud. 17(4), 1043-1071 (2004)
    • (2004) Rev. Financ. Stud. , vol.17 , Issue.4 , pp. 1043-1071
    • Kavajecz, K.1    Odders-White, E.2
  • 15
    • 84993924779 scopus 로고
    • Components of investment performance
    • Fama, E.F.: Components of investment performance. Journal of Finance 27(3), 551-567 (1972)
    • (1972) Journal of Finance , vol.27 , Issue.3 , pp. 551-567
    • Fama, E.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.