Robustness Test of Genetic Algorithm on Generating Rules for Currency Trading.
Shangkun DengYizhou SunAkito SakuraiPublished in: INNS-WC (2012)
Keyphrases
- genetic algorithm
- electronic commerce
- test data
- currency exchange
- evolutionary algorithm
- association rules
- short term
- learning classifier systems
- production rules
- artificial neural networks
- simulated annealing
- expert systems
- tabu search
- domain experts
- decision rules
- particle swarm optimization
- knowledge base
- classification rules
- multi objective
- rule extraction
- generation process
- trading rules
- neural network