Development of a genetic programming-based GA methodology for the prediction of short-to-medium-term stock markets.
Manal AlghiethYingjie YangFrancisco ChiclanaPublished in: CEC (2016)
Keyphrases
- genetic programming
- stock market
- medium term
- fitness function
- short term
- financial time series
- genetic algorithm ga
- evolutionary computation
- evolutionary algorithm
- long term
- genetic algorithm
- trading systems
- knowledge discovery
- multi objective
- stock exchange
- stock returns
- software engineering
- stock price
- financial data
- trading rules
- artificial neural networks