A stacked generalization system for automated FOREX portfolio trading.
Anastasios PetropoulosSotirios P. ChatzisVasilis SiakoulisNikos E. VlachogiannakisPublished in: Expert Syst. Appl. (2017)
Keyphrases
- foreign exchange
- market data
- exchange rate
- electronic commerce
- semi automated
- fully automated
- feature selection
- expert systems
- transaction costs
- financial markets
- electronic markets
- trading strategies
- sharpe ratio
- real time
- portfolio management
- fully automatic
- data driven
- image sequences
- information systems
- machine learning