Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network.
Paul LajbcygierSeng LeePublished in: IEC (Prague) (2005)
Keyphrases
- trading strategies
- stock exchange
- association rules
- financial markets
- short term
- stock trading
- rule learning
- electronic commerce
- rule sets
- currency exchange
- real time
- trading systems
- active databases
- information integration
- classification rules
- data fusion
- evolutionary algorithm
- multi agent systems
- decision trees
- machine learning
- data mining
- neural network
- data sets