Asset selection in global financial markets using Genetic Network Programming.
Victor ParqueShingo MabuKotaro HirasawaPublished in: SMC (2010)
Keyphrases
- financial markets
- global economy
- stock market
- genetic network programming
- market data
- stock price
- portfolio selection
- portfolio theory
- risk management
- agent based modeling
- trading rules
- technical indicators
- open source
- association rule mining
- data sets
- non stationary
- case based reasoning
- knowledge base
- information systems
- artificial intelligence
- databases