A Computational Intelligence Portfolio Construction System for Equity Market Trading.
Adam GhandarZbigniew MichalewiczMartin SchmidtThuy-Duong TôRalf ZurbrueggPublished in: IEEE Congress on Evolutionary Computation (2007)
Keyphrases
- market data
- computational intelligence
- stock market
- financial markets
- trading rules
- stock exchange
- foreign exchange
- investment strategies
- futures market
- trading strategies
- trading systems
- stock data
- electronic markets
- portfolio optimization
- portfolio selection
- stock price
- intelligent systems
- agent mediated
- market conditions
- portfolio management
- dow jones
- decision making
- financial data
- machine learning
- double auction
- electricity markets
- international symposium
- short term
- asset allocation
- fuzzy logic
- artificial neural networks
- power system
- sharpe ratio
- technical indicators
- fuzzy sets
- transaction costs
- construction process
- expert systems
- trading agents