Stock selection heuristics for performing frequent intraday trading with genetic programming

Author:

Loginov Alexander,Heywood Malcolm,Wilson Garnett

Funder

Mitacs

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Hardware and Architecture,Theoretical Computer Science,Software

Reference39 articles.

1. F. Allen, R. Karjalainen, Using genetic algorithms to find technical trading rules. J. Financ. Econ. 51, 245–271 (1999)

2. F.M. Bandi, J.R. Russell, Microstructure noise, realized variance, and optimal sampling. Rev. Financ. Stud. 75, 339–369 (2008)

3. J. Baz, H. Guo, An asset allocation primer: connecting Markowitz, Kelly and Risk Parity. Quantative Research, pp. 1–16 (2017)

4. E.P. Chan, Quantitative Trading: How to Build Your Own Algorithmic Trading Business (Wiley, London, 2009)

5. S. Chen, C. Yeh, Toward a computable approach to the efficient market hypothesis: an application of genetic programming. J. Econ. Dyn. Control 21, (1996)

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