Generating trading rules on US Stock Market using strongly typed genetic programming.
Kevin Michell V.Werner KristjanpollerPublished in: Soft Comput. (2020)
Keyphrases
- trading rules
- stock market
- genetic programming
- strongly typed
- programming language
- trading signals
- stock exchange
- financial time series
- market data
- short term
- evolutionary algorithm
- financial markets
- stock price
- financial data
- stock index futures
- garch model
- stock data
- stock trading
- general purpose
- financial news
- decision making
- non stationary