메뉴 건너뛰기




Volumn , Issue , 2013, Pages 977-982

Intelligent stock trading system based on QTS algorithm in Japan's stock market

Author keywords

Quantum inspired tabu search algorithm; Sliding window; Technical analysis; Trading system

Indexed keywords

BETTER PERFORMANCE; INTELLIGENT STOCK TRADING SYSTEM; SLIDING WINDOW; TABU SEARCH ALGORITHMS; TECHNICAL ANALYSIS; TECHNICAL INDICATOR; TRADING RULES; TRADING SYSTEMS;

EID: 84893521106     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SMC.2013.169     Document Type: Conference Paper
Times cited : (10)

References (14)
  • 8
    • 0442328961 scopus 로고    scopus 로고
    • Generating trading rules on the stock markets with genetic programming
    • J. Y. Potvin, P. Soriano, and M. Valle, "Generating trading rules on the stock markets with genetic programming", Computers & Operations Research, Volume 31, Issue 7, 2004.
    • (2004) Computers &Amp; Operations Research , vol.31 , Issue.7
    • Potvin, J.Y.1    Soriano, P.2    Valle, M.3
  • 9
    • 77949642147 scopus 로고    scopus 로고
    • Discovering effective technical trading rules with genetic programming: Towards robustly outperforming buy-andhold
    • vol. no.
    • D. Lohpetch, and D. Corne, "Discovering effective technical trading rules with genetic programming: Towards robustly outperforming buy-andhold", Nature & Biologically Inspired Computing, 2009. NaBIC 2009. World Congress on, vol., no., pp.439-444, 2009.
    • (2009) Nature & Biologically Inspired Computing, 2009, NaBIC 2009, World Congress on , pp. 439-444
    • Lohpetch, D.1    Corne, D.2
  • 12
    • 55749086694 scopus 로고    scopus 로고
    • Genetic network programming with sarsa learning and its application to creating stock trading rules
    • vol. no., 227, 25-28
    • Y. Chen, S. Mabu, K. Hirasawa, J. Hu, "Genetic network programming with sarsa learning and its application to creating stock trading rules", Evolutionary Computation, 2007. CEC 2007. IEEE Congress on, vol., no., pp.220, 227, 25-28 2007.
    • (2007) Evolutionary Computation, 2007, CEC 2007, IEEE Congress on , pp. 220
    • Chen, Y.1    Mabu, S.2    Hirasawa, K.3    Hu, J.4
  • 14
    • 84881580945 scopus 로고    scopus 로고
    • The application of ant colony optimization system on the investment strategies at Taiwan stock market
    • book.15
    • M. C. Chen, Y. Edward, H. Lin, and R. J. Kuo, "The Application of Ant Colony Optimization System on the Investment Strategies at Taiwan Stock Market", Journal of Information Management:book.15, vol.1, pp.153-178, 2008.
    • (2008) Journal of Information Management , vol.1 , pp. 153-178
    • Chen, M.C.1    Edward, Y.2    Lin, H.3    Kuo, R.J.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.