Combining NeuroEvolution and Principal Component Analysis to trade in the financial markets.
João NadkarniRui Ferreira NevesPublished in: Expert Syst. Appl. (2018)
Keyphrases
- financial markets
- principal component analysis
- stock market
- portfolio selection
- market data
- technical indicators
- principal components
- stock price
- trading rules
- trading systems
- agent based modeling
- risk management
- trading strategies
- stock returns
- case study
- portfolio theory
- early warning
- investment strategies
- agent based models
- artificial intelligence
- dimension reduction
- long term
- information systems