Comparative Study of FOREX Trading Systems Built with SVR+GHSOM and Genetic Algorithms Optimization of Technical Indicators.
Rodrigo F. B. de BritoAdriano L. I. OliveiraPublished in: ICTAI (2012)
Keyphrases
- technical indicators
- comparative study
- foreign exchange
- trading systems
- genetic algorithm
- exchange rate
- stock price
- stock market
- support vector regression
- financial markets
- financial time series
- early warning
- unsupervised learning
- trading strategies
- evolutionary algorithm
- artificial neural networks
- historical data
- support vector machine
- association rules