Evolving short-term trading strategies using genetic programming.
Nils SvangårdPeter NordinStefan LloydClas WihlborgPublished in: IEEE Congress on Evolutionary Computation (2002)
Keyphrases
- short term
- trading strategies
- stock market
- long term
- trading agents
- test bed
- stock price
- short term and long term
- financial markets
- motion prediction
- load forecasting
- short and long term
- long term memory
- trading systems
- forecasting model
- neural network
- power generation
- medium term
- portfolio optimization
- wind speed
- object oriented