Forecasting stock market return with nonlinearity: a genetic programming approach.
Shusheng DingTianxiang CuiXihan XiongRuibin BaiPublished in: J. Ambient Intell. Humaniz. Comput. (2020)
Keyphrases
- stock market
- genetic programming
- short term
- financial time series
- financial forecasting
- investment strategies
- stock index
- garch model
- long term
- foreign exchange
- stock exchange
- technical indicators
- stock price
- evolutionary algorithm
- trading rules
- financial data
- forecasting model
- trading systems
- trading strategies
- stock index futures
- genetic algorithm
- exchange rate
- data mining
- listed companies
- stock trading
- chinese stock market
- portfolio optimization
- support vector regression
- stock market data
- financial news