A novel approach to dynamic portfolio trading system using multitree genetic programming.
Somayeh MousaviAkbar EsfahanipourMohammad Hossein Fazel ZarandiPublished in: Knowl. Based Syst. (2014)
Keyphrases
- genetic programming
- financial forecasting
- trading systems
- symbolic regression
- evolutionary algorithm
- evolutionary computation
- market data
- neural network
- genetic algorithm
- machine learning
- technical indicators
- fitness function
- investment strategies
- gene expression programming
- stock market
- trading rules
- computational intelligence
- grammar guided genetic programming