Data mining the future: genetic discovery of good trading rules in agent-based financial market simulations.
Roger M. SteinRobert N. BernardPublished in: CIFEr (1998)
Keyphrases
- financial markets
- trading rules
- agent based modeling
- data mining
- market data
- agent based models
- stock market
- knowledge discovery
- stock price
- trading systems
- association rules
- technical indicators
- long term
- risk management
- data analysis
- data mining techniques
- machine learning
- multi agent systems
- black scholes
- exchange rate
- stock exchange
- case based reasoning
- information extraction
- decision making