Created by W.Langdon from gp-bibliography.bib Revision:1.7964
In this paper, order flow data is coupled with order book derived indicators and we explore whether pattern recognition techniques derived from computational learning can be applied to successfully infer trading strategies on the underlying timeseries.
Due to the limited amount of data available the results are preliminary. However, the approach demonstrates promise and it is shown that using order flow and order book data is usually superior to trading on technical signals alone.",
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Genetic Programming entries for Graham Bates Michael Dempster Yazann Romahi