Stock trading rule discovery with an evolutionary trend following model

Expert Systems with Applications

Volumn 42, Issue 1, 2015, Pages 212-222

  Hu, Yong ^a   Feng, Bin ^a   Zhang, Xiangzhou ^b   Ngai, E W T ^c   Liu, Mei ^d  

^a GUANGDONG UNIVERSITY OF FOREIGN STUDIES   (China)

^b SUN YAT SEN UNIVERSITY   (China)

^c HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^d UNIVERSITY OF KANSAS MEDICAL CENTER   (United States)

Author keywords

Concept drift; Evolutionary trend following algorithm (eTrend); eXtended Classifier System (XCS); Trading rule discovery

Indexed keywords

DATA MINING; DECISION TREES; ECONOMICS; EVOLUTIONARY ALGORITHMS; INVESTMENTS; NEURAL NETWORKS; PRODUCT DESIGN; STRATEGIC PLANNING;

BUY-AND-HOLD STRATEGY; CONCEPT DRIFTS; EVOLUTIONARY LEARNING; EVOLUTIONARY TREND; EXTENDED CLASSIFIER SYSTEM; INVESTMENT STRATEGY; SHANGHAI STOCK EXCHANGES; TRADING RULES; STOCK TRADING;

COMMERCE;

EID: 84906535769     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2014.07.059     Document Type: Article

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