A hybrid automated trading system based on multi-objective grammatical evolution.
Iván ContrerasJosé Ignacio HidalgoLaura Núñez-LetamendiaPublished in: J. Intell. Fuzzy Syst. (2017)
Keyphrases
- multi objective
- grammatical evolution
- trading systems
- genetic programming
- financial forecasting
- evolutionary algorithm
- multi objective optimization
- optimization algorithm
- symbolic regression
- technical indicators
- trading rules
- automatic programming
- objective function
- genetic algorithm
- fitness function
- stock market
- financial markets
- nsga ii
- gene gene interactions
- particle swarm optimization
- neural network
- short term
- evolutionary computation
- stock price
- text mining
- long term
- machine learning