Adaptive trading system integrating machine learning and back-testing: Korean bond market case.
Misuk KimPublished in: Expert Syst. Appl. (2021)
Keyphrases
- trading systems
- machine learning
- technical indicators
- stock price
- stock market
- financial markets
- market data
- trading strategies
- trading rules
- option pricing
- financial time series
- foreign exchange
- financial forecasting
- artificial intelligence
- stock exchange
- information retrieval
- natural language processing
- investment strategies
- historical data
- test bed
- decision makers
- text mining