A new modular genetic programming for finding attractive technical patterns in stock markets.
Seung-Kyu LeeByung Ro MoonPublished in: GECCO (2010)
Keyphrases
- genetic programming
- stock market
- stock data
- stock market data
- financial data
- symbolic regression
- evolutionary algorithm
- short term
- stock price
- stock trading
- trading rules
- stock returns
- stock exchange
- monetary policy
- financial time series
- financial markets
- genetic algorithm
- data mining techniques
- trend analysis
- data mining
- pattern mining
- chinese stock market