An Heterogeneous, Endogenous and Coevolutionary GP-Based Financial Market.
Serafín Martínez-JaramilloEdward P. K. TsangPublished in: IEEE Trans. Evol. Comput. (2009)
Keyphrases
- machine learning
- financial markets
- genetic programming
- stock price
- stock market
- technical indicators
- risk management
- black scholes
- trading systems
- financial institutions
- portfolio theory
- data mining
- fractional brownian motion
- early warning
- option pricing
- particle swarm optimizer
- information retrieval
- exchange rate
- information systems