Trading rule discovery on Warsaw Stock Exchange using revolutionary algorithms
Created by W.Langdon from
gp-bibliography.bib Revision:1.8098
- @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
Citations