Generating trading rules on the stock markets with genetic programming.

Jean-Yves Potvin Patrick Soriano Maxime Vallée

Published in: Comput. Oper. Res. (2004)

Keyphrases

trading rules
genetic programming
stock market
trading signals
market data
stock exchange
short term
financial time series
stock price
financial markets
genetic algorithm
trading systems
evolutionary algorithm
financial data
stock returns
stock data
monetary policy
electronic markets
non stationary