An inter-market arbitrage trading system based on extended classifier systems.
Yu-Chia HsuAn-Pin ChenJia-Haur ChangPublished in: Expert Syst. Appl. (2011)
Keyphrases
- classifier systems
- stock price
- trading systems
- financial markets
- technical indicators
- stock market
- stock exchange
- real valued
- market data
- rule based systems
- genetic algorithm
- learning classifier systems
- non stationary
- trading rules
- trading strategies
- investment strategies
- financial data
- exchange rate
- historical data
- evolutionary algorithm
- financial time series
- news articles
- portfolio selection
- foreign exchange
- long term
- neural network
- short term
- financial forecasting
- evolutionary computation
- portfolio optimization
- artificial intelligence
- data mining