Optimization of Trading Rules for the Spanish Stock Market by Genetic Programming.
Sergio Luengo-SanchezStephan M. WinklerDavid F. BarreroBonifacio CastañoPublished in: IEA/AIE (2015)
Keyphrases
- trading rules
- stock market
- genetic programming
- trading signals
- stock exchange
- market data
- short term
- financial time series
- portfolio optimization
- stock data
- stock price
- financial data
- financial markets
- evolutionary algorithm
- stock trading
- long term
- stock returns
- trading systems
- decision making
- information extraction
- chinese stock market
- stock index futures
- financial news
- multi agent systems