Abstract
This study examines the potential of an evolutionary automatic programming methodology, Grammatical Evolution, to uncover a series of useful technical trading rules for market indices. A number of markets are analysed; these are the UK’s FTSE, Japan’s Nikkei, and the German DAX. The preliminary findings indicate that the methodology has much potential.
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O’Neill, M., Brabazon, A., Ryan, C. (2002). Forecasting Market Indices Using Evolutionary Automatic Programming . In: Chen, SH. (eds) Genetic Algorithms and Genetic Programming in Computational Finance. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-0835-9_8
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DOI: https://doi.org/10.1007/978-1-4615-0835-9_8
Publisher Name: Springer, Boston, MA
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Online ISBN: 978-1-4615-0835-9
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