Genetic Programming for Combining Directional Changes Indicators in International Stock Markets.
Xinpeng LongMichael KampouridisPanagiotis KanellopoulosPublished in: PPSN (2) (2022)
Keyphrases
- genetic programming
- stock market
- short term
- financial data
- monetary policy
- evolutionary algorithm
- stock trading
- trading rules
- financial markets
- symbolic regression
- financial time series
- stock exchange
- stock returns
- genetic algorithm
- data mining
- portfolio optimization
- garch model
- stock price
- multi objective
- foreign exchange