Evolutionary inference of rule-based trading agents from real-world stock price histories and their use in forecasting.
Louis CharbonneauNawwaf N. KharmaPublished in: GECCO (2009)
Keyphrases
- stock price
- trading agents
- trading strategies
- stock market
- exchange rate
- real world
- financial time series
- financial markets
- technical indicators
- option pricing
- non stationary
- stock exchange
- short term
- financial data
- trading systems
- stock price prediction
- supply chain
- foreign exchange
- historical data
- expert systems
- supply chain management
- news articles
- bayesian networks
- resource allocation
- learning mechanism
- risk management
- probabilistic inference
- autonomous agents
- artificial intelligence