Generating trading rules on the stock markets with genetic programming.

DOI10.1016/S0305-0548(03)00063-7zbMath1180.91327OpenAlexW2002685209MaRDI QIDQ1427113

Jean-Yves Potvin, Patrick Soriano, Maxime Vallée

Publication date: 14 March 2004

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0305-0548(03)00063-7

zbMATH Keywords

genetic programmingtechnical analysisstock marketstrading rules

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Trade models (91B60) Actuarial science and mathematical finance (91G99)

Related Items (4)

Decision making in stock trading: an application of PROMETHEE ⋮ A differential evolution algorithm for yield curve estimation ⋮ A model of portfolio optimization using time adapting genetic network programming ⋮ A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation

Uses Software

• Genocop

Cites Work

• Toward a computable approach to the efficient market hypothesis: An application of genetic programming
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