Frequent Knowledge Patterns in Evolutionary Decision Support Systems for Financial Time Series Analysis

DOI10.1007/978-3-642-13950-5_8zbMath1198.91239OpenAlexW4244335312MaRDI QIDQ3055538

Piotr Lipinski

Publication date: 8 November 2010

Published in: Natural Computing in Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-13950-5_8

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Approximation methods and heuristics in mathematical programming (90C59) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Cites Work

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• A real-time adaptive trading system using genetic programming
• Computational Science - ICCS 2004
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