Discovering Trading Rules with Genetic Algorithms: An Empirical Study Based on GARCH Time Series.

Shu-Heng Chen Wei-Yuan Lin Chueh-Yung Tsao

Published in: IC-AI (1999)

Keyphrases

trading rules
stock market
garch model
genetic algorithm
financial time series
stock price
stock exchange
short term
financial markets
multi objective
neural network
financial data
exchange rate
market data
multivariate time series
information extraction
reinforcement learning