Evolving Market Index Trading Rules Using Grammatical Evolution.
Michael O'NeillAnthony BrabazonConor RyanJ. J. CollinsPublished in: EvoWorkshops (2001)
Keyphrases
- trading rules
- market data
- grammatical evolution
- stock market
- stock exchange
- genetic programming
- financial markets
- trading systems
- automatic programming
- stock price
- symbolic regression
- financial data
- gene gene interactions
- double auction
- financial time series
- electronic markets
- short term
- market share
- long term
- market conditions
- software agents
- open source