Hierarchical Temporal Memory-based algorithmic trading of financial markets.
Patrick GabrielssonRikard KönigUlf JohanssonPublished in: CIFEr (2012)
Keyphrases
- financial markets
- stock market
- stock price
- technical indicators
- trading systems
- portfolio selection
- temporal information
- market data
- temporal data
- early warning
- risk management
- agent based modeling
- trading strategies
- trading rules
- exchange rate
- temporal patterns
- foreign exchange
- portfolio theory
- investment strategies
- non stationary
- artificial intelligence
- stock returns
- databases