FuzzyTree crossover for multi-valued stock valuation
Information Sciences: an International Journal
Knowledge reduction based on the equivalence relations defined on attribute set and its power set
Information Sciences: an International Journal
Review: Expert systems and evolutionary computing for financial investing: A review
Expert Systems with Applications: An International Journal
A neural network with a case based dynamic window for stock trading prediction
Expert Systems with Applications: An International Journal
Effect of foreign exchange management on firm performance using genetic algorithm and VaR
Expert Systems with Applications: An International Journal
EvoWorkshops '09 Proceedings of the EvoWorkshops 2009 on Applications of Evolutionary Computing: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG
Dynamic High Frequency Trading: A Neuro-Evolutionary Approach
EvoWorkshops '09 Proceedings of the EvoWorkshops 2009 on Applications of Evolutionary Computing: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG
Intelligent technologies for investing: a review of engineering literature
Intelligent Decision Technologies
Optimization of a training set for more robust face detection
Pattern Recognition
Economic design of variable sampling intervals T2 control charts using genetic algorithms
Expert Systems with Applications: An International Journal
Genetic programming in statistical arbitrage
Evo'08 Proceedings of the 2008 conference on Applications of evolutionary computing
Expert Systems with Applications: An International Journal
Improving financial data quality using ontologies
Decision Support Systems
Dilemmas in knowledge-based evolutionary computation for financial investing
Intelligent Decision Technologies
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This paper considers the discovery of trading decision models from high-frequency foreign exchange (FX) markets data using genetic programming (GP). It presents a domain-related structuring of the representation and incorporation of semantic restrictions for GP-based searching of trading decision models. A defined symmetry property provides a basis for the semantics of FX trading models. The symmetry properties of basic indicator types useful in formulating trading models are defined, together with semantic restrictions governing their use in trading model specification. The semantics for trading model specification have been defined with respect to regular arithmetic, comparison and logical operators. This study also explores the use of two fitness criteria for optimization, showing more robust performance with a risk-adjusted measure of returns