Generating long-term trading system rules using a genetic algorithm based on analyzing historical data.
Dmitry IskrichDmitry A. GrigorievPublished in: FRUCT (2017)
Keyphrases
- historical data
- stock price
- long term
- trading systems
- trading rules
- technical indicators
- short term
- stock market
- data mining techniques
- stock exchange
- association rules
- stream data
- financial markets
- financial forecasting
- demand forecasting
- financial data
- neural network
- customer behavior
- genetic programming
- financial time series
- software development projects
- classification rules
- data mining