Inter-Commodity Spread Trading Using Neural Network and Genetic Programming Techniques.
Meng-Feng YenTsung-Nan ChouYing-Yue HoPublished in: JCIS (2006)
Keyphrases
- genetic programming
- neural network
- evolutionary computation
- genetic algorithm
- evolutionary algorithm
- fitness function
- financial forecasting
- gene expression programming
- electronic commerce
- backpropagation neural network
- back propagation
- neural network is trained
- regression problems
- grammar guided genetic programming
- symbolic regression
- feed forward neural networks
- artificial neural networks
- bp neural network
- neural nets
- neural network model
- trading strategies
- pattern recognition
- training algorithm
- trading systems
- self organizing maps
- prediction model
- recurrent neural networks
- hyper heuristics
- fuzzy logic
- long term