A Computational Intelligence Portfolio Construction System for Equity Market Trading
暂无分享,去创建一个
[1] N. Svangard,et al. Evolving short-term trading strategies using genetic programming , 2002, Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600).
[2] Jean-Yves Potvin,et al. Generating trading rules on the stock markets with genetic programming , 2004, Comput. Oper. Res..
[3] M. C. Jensen. The Performance of Mutual Funds in the Period 1945-1964 , 1967 .
[4] Benjamin Kuipers,et al. Designing safe, profitable automated stock trading agents using evolutionary algorithms , 2006, GECCO.
[5] Anthony Brabazon,et al. Biologically inspired algorithms for financial modelling , 2006, Natural computing series.
[6] Byoung-Tak Zhang,et al. Dynamic Asset Allocation for Stock Trading Optimized by Evolutionary Computation , 2005, IEICE Trans. Inf. Syst..
[7] Michael O'Neill,et al. Biologically Inspired Algorithms for Financial Modelling (Natural Computing Series) , 2005 .
[8] Zbigniew Michalewicz,et al. Computational Intelligence for Evolving Trading Rules , 2009, IEEE Transactions on Evolutionary Computation.