A SAX-GA approach to evolve investment strategies on financial markets based on pattern discovery techniques.
António CanelasRui Ferreira NevesNuno HortaPublished in: Expert Syst. Appl. (2013)
Keyphrases
- pattern discovery
- financial markets
- investment strategies
- genetic algorithm
- stock market
- stock price
- pattern mining
- portfolio selection
- data analysis
- association rule mining
- sequential patterns
- fitness function
- temporal patterns
- data mining
- risk management
- multi objective
- evolutionary algorithm
- stock exchange
- ant colony optimization
- exchange rate
- information retrieval
- trading systems
- real world
- long term
- multi objective optimization
- information systems
- machine learning