Dynamic High Frequency Trading: A Neuro-Evolutionary Approach

Author:

Bradley Robert,Brabazon Anthony,O’Neill Michael

Publisher

Springer Berlin Heidelberg

Reference14 articles.

1. Securities industry and financial markets association - research quarterly. Technical report (November 2007)

2. Azzini, A., Tettamanzi, A.G.B.: Evolving neural networks for static single-position automated trading. J. Artif. Evol. App. 8(2), 1–17 (2008)

3. Bhattacharyya, S., Pictet, O.V., Zumbach, G.: Knowledge-intensive genetic discovery in foreign exchange markets. IEEE Transactions on Evolutionary Computation 6(2) (April 2002)

4. Brabazon, A., O’Neill, M.: Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution. Computational Management Science 1(3), 311–327 (2004)

5. Dempsey, I., O’Neill, M., Brabazon, A.: Live trading with grammatical evolution. In: GECCO 2004 Workshop Proceedings, June 26-30 (2004)

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