Trading in financial markets using pattern recognition optimized by genetic algorithms.
Paulo ParrachoRui Ferreira NevesNuno HortaPublished in: GECCO (Companion) (2010)
Keyphrases
- financial markets
- pattern recognition
- genetic algorithm
- modular neural networks
- neural network
- stock price
- stock market
- market data
- trading rules
- portfolio selection
- trading systems
- risk management
- early warning
- technical indicators
- multi objective
- trading strategies
- feature extraction
- machine learning
- investment strategies
- agent based modeling
- long term
- stock returns