Trading index mutual funds with evolutionary forecasting.
Chukiat WorasucheepPublished in: IEEE Congress on Evolutionary Computation (2008)
Keyphrases
- stock index
- trading systems
- financial markets
- foreign exchange
- stock market
- investment strategies
- stock price
- stock exchange
- garch model
- trading strategies
- short term
- futures market
- genetic algorithm
- technical indicators
- evolutionary computation
- evolutionary optimization
- electricity markets
- exchange rate
- early warning
- b tree
- non stationary
- currency exchange
- financial time series
- support vector regression
- index structure
- electronic commerce
- computational intelligence
- data sets
- trading agents
- indexing techniques
- evolutionary algorithm
- medium term
- database