Sciweavers

69 search results - page 1 / 14
» Evolutionary Algorithm in Forex trade strategy generation
Sort
View
GECCO
2010
Springer
220views Optimization» more  GECCO 2010»
13 years 8 months ago
Interday foreign exchange trading using linear genetic programming
Foreign exchange (forex) market trading using evolutionary algorithms is an active and controversial area of research. We investigate the use of a linear genetic programming (LGP)...
Garnett Carl Wilson, Wolfgang Banzhaf
EVOW
2010
Springer
13 years 9 months ago
Evolving Dynamic Trade Execution Strategies Using Grammatical Evolution
Abstract. Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of...
Wei Cui, Anthony Brabazon, Michael O'Neill
GECCO
2008
Springer
116views Optimization» more  GECCO 2008»
13 years 5 months ago
Stock trading strategies by genetic network programming with flag nodes
Genetic Network Programming (GNP) has been proposed as a graph-based evolutionary algorithm. GNP works well especially in dynamic environments due to its graph structures. In addi...
Shingo Mabu, Yan Chen, Etsushi Ohkawa, Kotaro Hira...
CEC
2007
IEEE
13 years 11 months ago
Computational intelligence algorithms for risk-adjusted trading strategies
Abstract— This paper investigates the performance of trading strategies identified through Computational Intelligence techniques. We focus on trading rules derived by Genetic Pr...
Nicos G. Pavlidis, E. G. Pavlidis, Michael G. Epit...