Investigation of the latent space of stock market patterns with genetic programming.
Sungjoo HaSangyeop LeeByung-Ro MoonPublished in: GECCO (2018)
Keyphrases
- stock market
- genetic programming
- stock data
- latent space
- stock price
- short term
- low dimensional
- stock index futures
- garch model
- dimensionality reduction
- parameter space
- financial markets
- lower dimensional
- latent variables
- manifold learning
- gaussian processes
- data sets
- data mining techniques
- prior knowledge
- high dimensional
- machine learning