Stock selection heuristics for performing frequent intraday trading with genetic programming.
Alexander LoginovMalcolm I. HeywoodGarnett Carl WilsonPublished in: Genet. Program. Evolvable Mach. (2021)
Keyphrases
- genetic programming
- hyper heuristics
- trading systems
- stock data
- financial forecasting
- stock trading
- fitness evaluation
- evolutionary computation
- fitness function
- symbolic regression
- evolutionary algorithm
- gene expression programming
- grammar guided genetic programming
- stock market
- foreign exchange
- data mining
- financial information
- neural network
- exchange rate
- selection strategy
- stock price
- genetic algorithm