Co-evolving online high-frequency trading strategies using grammatical evolution.
Patrick GabrielssonUlf JohanssonRikard KönigPublished 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