CORR
2011
Springer
12 years 11 months ago
2011
Springer
— A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, ...
IJCNN
2006
IEEE
13 years 10 months ago
2006
IEEE
— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
GECCO
2007
Springer
13 years 10 months ago
2007
Springer
This paper presents two evolutionary algorithms, ECGA and BOA, applied to constructing stock market trading expertise, which is built on the basis of a set of specific trading ru...
EVOW
2009
Springer
13 years 11 months ago
2009
Springer
Two independent evolutionary modeling methods, based on fuzzy logic and neural networks respectively, are applied to predicting trend reversals in financial time series, and their...