Genetic Network Programming-Sarsa with Subroutines for Trading Rules on Stock Markets.
Yang YangShingo MabuJianhua LiKotaro HirasawaPublished in: J. Adv. Comput. Intell. Intell. Informatics (2011)
Keyphrases
- trading rules
- genetic network programming
- stock market
- association rule mining
- trading signals
- association rules
- reinforcement learning
- reinforcement learning algorithms
- short term
- stock exchange
- financial time series
- market data
- stock price
- financial markets
- financial data
- long term
- stock data
- stock returns
- data mining
- garch model