Usage Patterns of Trading Rules in Stock Market Trading Strategies Optimized with Evolutionary Methods.
Krzysztof MichalakPatryk FilipiakPiotr LipinskiPublished in: EvoApplications (2013)
Keyphrases
- stock market
- trading strategies
- trading rules
- usage patterns
- evolutionary methods
- evolutionary algorithm
- hybrid method
- short term
- web usage mining
- trading signals
- trading systems
- stock exchange
- financial time series
- stock price
- differential evolution
- financial markets
- web mining
- web logs
- optimization methods
- financial data
- portfolio optimization
- learning algorithm
- neural network
- object oriented
- multi objective