Evolutionary Learning of Technical Trading Rules without Data-Mining Bias

Author:

Agapitos Alexandros,O’Neill Michael,Brabazon Anthony

Publisher

Springer Berlin Heidelberg

Reference11 articles.

1. Aronson, D.: Evidence-Based Technical Analysis. John Wiley and Sons, Inc., Chichester (2007)

2. Pardo, R.: Design, testing and optimisation of trading systems. John Wiley and Sons, Inc., Chichester (1992)

3. O’Neill, M., Brabazon, A., Ryan, C., Collins, J.J.: Evolving market index trading rules using grammatical evolution. In: Boers, E.J.W., Gottlieb, J., Lanzi, P.L., Smith, R.E., Cagnoni, S., Hart, E., Raidl, G.R., Tijink, H. (eds.) EvoIASP 2001, EvoWorkshops 2001, EvoFlight 2001, EvoSTIM 2001, EvoCOP 2001, and EvoLearn 2001. LNCS, vol. 2037, pp. 343–352. Springer, Heidelberg (2001)

4. Thomas, J.D., Sycara, K.: The importance of simplicity and validation in genetic programming for data mining in financial data. In: Freitas, A.A. (ed.) Data Mining with Evolutionary Algorithms: Research Directions, Orlando, Florida, Technical Report WS-99-06, July 18, pp. 7–11. AAAI Press, Menlo Park (1999)

5. Iba, H., De Garis, H., Sato, T.: Genetic programming using a minimum description length principle. In: Advances in Genetic Programming, pp. 265–284. MIT Press, Cambridge (1994)

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