Pruning generalized rules for stock markets accumulated by Genetic Network Programming with Rule Accumulation.
Yafei XingShingo MabuKotaro HirasawaPublished in: IEEE Congress on Evolutionary Computation (2011)
Keyphrases
- stock market
- association rules
- genetic network programming
- trading rules
- rule sets
- rule mining
- association rule mining
- classification rules
- rule discovery
- rule learning
- short term
- production rules
- financial markets
- stock exchange
- stock returns
- financial data
- knowledge discovery
- financial time series
- monetary policy
- stock data
- market data
- t norm
- stock price
- stock trading
- pruning strategy
- portfolio optimization
- stock market data
- data mining techniques
- long term
- data mining
- garch model
- financial news
- data streams