LESR CLASS: an LCS for securities trading rulesets

  • Authors:

  • John Hurley

  • Affiliations:

  • California State University at Los Angeles, Monterey Park, CA, USA

  • Venue:
  • Proceedings of the 12th annual conference companion on Genetic and evolutionary computation
  • Year:
  • 2010

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Abstract

This paper describes the Longitudinal Evolutionary Securities Rules Classifier (LESR CLASS), a Learning Classifier System (LCS) applied to the problem of developing sets of buy and sell rules for stock trading.