Pages that link to "Item:Q300078"
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The following pages link to A hybrid stock trading system using genetic network programming and mean conditional value-at-risk (Q300078):
Displaying 9 items.
- Dynamic multi-criteria evaluation of co-evolution strategies for solving stock trading problems (Q426944) (← links)
- A model of portfolio optimization using time adapting genetic network programming (Q976029) (← links)
- Economic lot sampling inspection from defect counts with minimum conditional value-at-risk (Q1751676) (← links)
- Decision-making for stock trading based on trading probability by considering whole market movement (Q1877038) (← links)
- A multilayer feedforward perceptron model in neural networks for predicting stock market short-term trends (Q1981940) (← links)
- Setting the margins of hang seng index futures on different positions using an APARCH-GPD model based on extreme value theory (Q2137703) (← links)
- The high frequency trade off between speed and sophistication (Q2191510) (← links)
- A trend based investment decision approach using clustering and heuristic algorithm (Q2335930) (← links)
- A real-time adaptive trading system using genetic programming (Q4646496) (← links)
