Co-evolving online high-frequency trading strategies using grammatical evolution.

Patrick Gabrielsson Ulf Johansson Rikard König

Published in: CIFEr (2014)

Keyphrases

high frequency
trading strategies
low frequency
grammatical evolution
high resolution
genetic programming

test bed
wavelet transform
wavelet coefficients
high frequencies
discrete wavelet transform
automatic programming

subband
multiresolution
variable selection
computer programs
stock market
trading agents

building blocks
symbolic regression
image compression
gene gene interactions
knowledge base
low and high frequency