Creating stock trading rules using graph-based estimation of distribution algorithm.
Xianneng LiWen HeKotaro HirasawaPublished in: IEEE Congress on Evolutionary Computation (2014)
Keyphrases
- trading rules
- stock market
- estimation of distribution algorithms
- trading systems
- feature subset selection
- stock price
- market data
- stock exchange
- short term
- evolutionary computation
- particle swarm optimization algorithm
- multi objective optimization
- combinatorial optimization
- genetic programming
- evolutionary algorithm
- particle swarm optimization
- financial time series
- combinatorial optimization problems
- financial markets
- semi supervised
- multi objective
- long term
- genetic algorithm
- simulated annealing
- decision making
- neural network
- data mining