An evolutionary trend reversion model for stock trading rule discovery

Knowledge-Based Systems

Volumn 79, Issue , 2015, Pages 27-35

  Zhang, Xiangzhou ^a   Hu, Yong ^b   Xie, Kang ^a   Zhang, Weiguo ^c   Su, Lijun ^b   Liu, Mei ^d  

^a SUN YAT SEN UNIVERSITY   (China)

^b GUANGDONG UNIVERSITY OF FOREIGN STUDIES   (China)

^c SOUTH CHINA UNIVERSITY OF TECHNOLOGY   (China)

^d UNIVERSITY OF KANSAS MEDICAL CENTER   (United States)

Author keywords

eXtended Classifier System (XCS); Quantitative investment; Trading rule discovery; Trend reversion; XCS with learn mode (XCSL)

Indexed keywords

ARTIFICIAL INTELLIGENCE; COMMERCE; COMPLEX NETWORKS; INVESTMENTS; LEARNING SYSTEMS; REINFORCEMENT LEARNING;

CLASSIFICATION RULES; EVOLUTIONARY LEARNING; EVOLUTIONARY TREND; EXTENDED CLASSIFIER SYSTEM; MODEL EVALUATION; TRADING RULES; TREND REVERSION; XCS WITH LEARN MODE (XCSL);

BIG DATA;

EID: 85027923099     PISSN: 09507051     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.knosys.2014.08.010     Document Type: Article

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