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Forecasting stock market return with nonlinearity: a genetic programming approach.
Shusheng Ding
Tianxiang Cui
Xihan Xiong
Ruibin Bai
Published in:
J. Ambient Intell. Humaniz. Comput. (2020)
Keyphrases
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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