Improving return using risk-return adjustment and incremental training in technical trading rules with GAPs

Author:

Fernandez Garcia Manuel E.,de la Cal Marin Enrique A.,Quiroga Garcia Raquel

Publisher

Springer Science and Business Media LLC

Subject

Artificial Intelligence

Reference25 articles.

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

3. Bao D (2008) A generalized model for financial time series representation and prediction. Appl Intell 29(1):1–11. doi: 10.1007/s10489-007-0055-1

4. Becker LA, Seshadri M (2003) Comprehensibility and overfitting avoidance in genetic programming for technical trading rules. Technical report, Worcester Polytechnic Institute

5. Becker LA, Seshadri M (2003) GP-evolved technical trading rules can outperform buy and hold. In: Procceedings of the sixth international conference on computational intelligence and natural computing. Embassy Suites Hotel and Conference Center, Cary, North Carolina USA, September 26–30

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