Trading rule discovery on Warsaw Stock Exchange using revolutionary algorithms

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@InProceedings{Myszkowski:2009:IMCSIT,

• author = "Pawel B. Myszkowski and Lukasz Rachwalski",
• title = "Trading rule discovery on Warsaw Stock Exchange using revolutionary algorithms",
• booktitle = "International Multiconference on Computer Science and Information Technology, IMCSIT '09",
• year = "2009",
• month = oct,
• pages = "81--88",
• keywords = "genetic algorithms, genetic programming, Warsaw stock exchange, coevolutionary algorithm, decision tree, financial data mining process, genetic programming technique, rule discovery, stock market, data mining, decision trees, financial data processing, stock markets",
• URL = "http://www.proceedings2009.imcsit.org/pliks/iv_imcsit.pdf",
• DOI = "doi:10.1109/IMCSIT.2009.5352748",
• abstract = "This paper presents an application of coevolutionary algorithms to rule discovery on stock market. We used genetic programming techniques with coevolution in financial data mining process. There were tested a various approaches to include coevolution aspects in task of build trading rule (buy and sell decision). Trading rules are based on technical and fundamental indicators included in decision tree and were tested on Warsaw Stock Exchange historical data.",
• notes = "Evolution of Buy and Sell rules. Also known as \cite{5352748}",

}

Genetic Programming entries for Pawel B Myszkowski Lukasz Rachwalski

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