Quantified moving average strategy of crude oil futures market based on fuzzy logic rules and genetic algorithms

[1]  Wen Long,et al.  Trading strategy based on dynamic mode decomposition: Tested in Chinese stock market , 2016 .

[2]  J. Liu,et al.  A multi-agent genetic algorithm for community detection in complex networks , 2016 .

[3]  Zhe-ming Lu,et al.  Optimizing the controllability of arbitrary networks with genetic algorithm , 2016 .

[4]  H. An,et al.  Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach , 2016 .

[5]  Gwo-Hshiung Tzeng,et al.  Fuzzy Inference-Enhanced VC-DRSA Model for Technical Analysis: Investment Decision Aid , 2015, International Journal of Fuzzy Systems.

[6]  H. An,et al.  Performance of Generated Moving Average Strategies in Natural Gas Futures Prices at Different Time Scales , 2015 .

[7]  Pradipta Kishore Dash,et al.  A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction , 2015, Int. J. Approx. Reason..

[8]  Alireza Behroozsarand,et al.  Hydrogen plant heat exchanger networks synthesis using coupled Genetic Algorithm-LP method , 2014 .

[9]  Shin-Li Lu,et al.  Measuring the performance improvement of a double generally weighted moving average control chart , 2014, Expert Syst. Appl..

[10]  Haizhong An,et al.  Generating Moving Average Trading Rules on the Oil Futures Market with Genetic Algorithms , 2014 .

[11]  Young-Don Ko,et al.  Exponentially weighted moving average-based procedure with adaptive thresholding for monitoring nonlinear profiles: Monitoring of plasma etch process in semiconductor manufacturing , 2013, Expert Syst. Appl..

[12]  Nikola Gradojevic,et al.  Fuzzy logic, trading uncertainty and technical trading , 2013 .

[13]  Seyed Reza Hejazi,et al.  A new hybrid for improvement of auto-regressive integrated moving average models applying particle swarm optimization , 2012, Expert Syst. Appl..

[14]  Pei-Chann Chang,et al.  Trend discovery in financial time series data using a case based fuzzy decision tree , 2011, Expert Syst. Appl..

[15]  Peter Verhoeven,et al.  Does size matter? A genetic programming approach to technical trading , 2010 .

[16]  Andrew C. Szakmary,et al.  Trend-following trading strategies in commodity futures: A re-examination , 2010 .

[17]  Zbigniew Michalewicz,et al.  Computational Intelligence for Evolving Trading Rules , 2009, IEEE Transactions on Evolutionary Computation.

[18]  Mehdi Khashei,et al.  A new hybrid artificial neural networks and fuzzy regression model for time series forecasting , 2008, Fuzzy Sets Syst..

[19]  Lotfi A. Zadeh,et al.  Toward a theory of fuzzy information granulation and its centrality in human reasoning and fuzzy logic , 1997, Fuzzy Sets Syst..

[20]  Haizhong An,et al.  An integrated approach to optimize moving average rules in the EUA futures market based on particle swarm optimization and genetic algorithms , 2017 .

[21]  Dong Hua-son,et al.  PREDICTION OF GEOTHERMAL RESOURCES BY MEANS OF WAVELET NEURAL NETWORK OPTIMIZED BY GENETIC ALGORITHM , 2014 .

[22]  R. Rossiter,et al.  Are there exploitable inefficiencies in the futures market for oil , 2007 .