Genetic programming in the agent-based artificial stock market.
Shu-Heng ChenChia-Hsuan YehPublished in: CEC (1999)
Keyphrases
- stock market
- genetic programming
- short term
- stock price
- financial time series
- trading rules
- stock index futures
- stock exchange
- evolutionary algorithm
- stock data
- stock trading
- symbolic regression
- financial data
- agent technology
- financial markets
- multi agent
- long term
- multi agent systems
- listed companies
- investment strategies
- technical indicators
- stock returns
- financial news
- portfolio optimization
- foreign exchange
- trading systems
- decision support system
- stock market data
- chinese stock market
- decision making