Genetic Programming with Memory For Financial Trading.
Alexandros AgapitosAnthony BrabazonMichael O'NeillPublished in: EvoApplications (1) (2016)
Keyphrases
- genetic programming
- trading systems
- financial forecasting
- financial markets
- fitness function
- foreign exchange
- gene expression programming
- financial information
- trading strategies
- evolutionary computation
- memory requirements
- symbolic regression
- evolutionary algorithm
- electronic commerce
- stock market
- financial data
- decision making
- computing power
- fraud detection
- decision trees
- genetic algorithm
- grammar guided genetic programming
- memory space
- risk management
- short term
- trading agents
- genetic algorithm ga
- long term
- market data
- dow jones
- sharpe ratio