Finding attractive rules in stock markets using a modular genetic programming.
Seung-Kyu LeeByung Ro MoonPublished in: GECCO (2009)
Keyphrases
- genetic programming
- stock market
- trading rules
- classification rules
- stock exchange
- symbolic regression
- financial data
- short term
- stock price
- stock returns
- evolutionary algorithm
- stock data
- financial markets
- financial time series
- stock trading
- association rules
- association rule mining
- multi objective
- market data
- long term
- chinese stock market
- financial news