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Trading rule discovery on Warsaw Stock Exchange using revolutionary algorithms | IEEE Conference Publication | IEEE Xplore

Trading rule discovery on Warsaw Stock Exchange using revolutionary algorithms


Abstract:

This paper presents an application of coevolutionary algorithms to rule discovery on stock market. We used genetic programming techniques with coevolution in financial da...Show More

Abstract:

This paper presents an application of coevolutionary algorithms to rule discovery on stock market. We used genetic programming techniques with coevolution in financial data mining process. There were tested a various approaches to include coevolution aspects in task of build trading rule (buy and sell decision). Trading rules are based on technical and fundamental indicators included in decision tree and were tested on Warsaw Stock Exchange historical data.
Date of Conference: 12-14 October 2009
Date Added to IEEE Xplore: 11 December 2009
Print ISBN:978-1-4244-5314-6
Print ISSN: 2157-5525
Conference Location: Mragowo, Poland

References

References is not available for this document.