A novel approach to dynamic portfolio trading system using multitree genetic programming

Knowledge-Based Systems

Volumn 66, Issue , 2014, Pages 68-81

  Mousavi, Somayeh ^a   Esfahanipour, Akbar ^a   Zarandi, Mohammad Hossein Fazel ^a  

^a AMIRKABIR UNIVERSITY OF TECHNOLOGY   (Iran)

Author keywords

Dynamic portfolio trading system; Multitree genetic programming; Technical indices; Tehran stock exchange; Toronto stock exchange; Trading rules

Indexed keywords

FINANCE; GENETIC ALGORITHMS; GENETIC PROGRAMMING; PROFITABILITY;

MULTITREES; TECHNICAL INDEX; TEHRAN STOCK EXCHANGES; TORONTO STOCK EXCHANGES; TRADING RULES; TRADING SYSTEMS;

COMMERCE;

EID: 84902384650     PISSN: 09507051     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.knosys.2014.04.018     Document Type: Article

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