Intra-day Financial Asset Trading Using Grammatical Evolution.
Katrina MeagherEdward CartyAnthony BrabazonMichael O'NeillPeter B. KeenanPublished in: IC-AI (2004)
Keyphrases
- financial markets
- grammatical evolution
- genetic programming
- sharpe ratio
- automatic programming
- stock market
- trading systems
- symbolic regression
- stock price
- trading strategies
- portfolio optimization
- gene gene interactions
- risk management
- portfolio management
- foreign exchange
- financial information
- evolutionary computation
- fitness function
- financial data
- variable selection
- reinforcement learning
- support vector machine
- evolutionary algorithm