A Hybrid Genetic-Programming Swarm-Optimisation Approach for Examining the Nature and Stability of High Frequency Trading Strategies.
Andreea-Ingrid FunieMark SalmonWayne LukPublished in: ICMLA (2014)
Keyphrases
- high frequency
- hybrid genetic
- trading strategies
- low frequency
- computer programs
- high resolution
- visual quality
- test bed
- trading agents
- high frequencies
- programming language
- stock market
- subband
- wavelet transform
- discrete wavelet transform
- low pass
- frequency band
- wavelet domain
- wavelet coefficients
- support vector regression
- modeling method
- high frequency components
- neural network
- low and high frequency
- remote sensing
- general purpose
- computer vision
- genetic algorithm