An intelligent hybrid trading system for discovering trading rules for the futures market using rough sets and genetic algorithms.
Youngmin KimWonbin AhnKyong Joo OhDavid EnkePublished in: Appl. Soft Comput. (2017)
Keyphrases
- rough sets
- trading rules
- trading systems
- stock market
- futures market
- genetic algorithm
- market data
- rough set theory
- investment strategies
- fuzzy logic
- decision rules
- stock exchange
- fuzzy sets
- granular computing
- financial markets
- data mining
- pattern recognition
- neural network
- rough sets theory
- stock price
- soft computing
- multi objective
- data analysis
- short run
- genetic programming
- evolutionary algorithm
- trading strategies
- market conditions
- computational intelligence
- information extraction