Enhanced decision making mechanism of rule-based genetic network programming for creating stock trading signals

Expert Systems with Applications

Volumn 40, Issue 16, 2013, Pages 6311-6320

  Mabu, Shingo ^a   Hirasawa, Kotaro ^b   Obayashi, Masanao ^a   Kuremoto, Takashi ^a  

^a YAMAGUCHI UNIVERSITY   (Japan)

^b WASEDA UNIVERSITY   (Japan)

Author keywords

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

Indexed keywords

CLASSIFICATION ABILITY; CLASSIFICATION MECHANISM; DECISION-MAKING MECHANISMS; GENETIC NETWORK PROGRAMMING; INDIVIDUAL-BASED; RULE EXTRACTION; STOCK TRADING; TECHNICAL ANALYSIS;

CALCULATIONS; DECISION MAKING; EVOLUTIONARY ALGORITHMS; EXTRACTION; LAKES; OPTIMIZATION;

COMMERCE;

EID: 84879491375     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2013.05.037     Document Type: Article

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