Stock trading rule discovery with an evolutionary trend following model

Author:

Hu Yong,Feng Bin,Zhang Xiangzhou,Ngai E.W.T.,Liu Mei

Funder

National Natural Science Foundation of China

Science and Technology Planning Project of Guangdong Province

The Ministry of Education Innovation Team Development Plan

Guangdong Natural Science Foundation Research Team

Business Intelligence Key Team of Guangdong University of Foreign Studies

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference33 articles.

1. Using genetic algorithms to find technical trading rules;Allen;Journal of Financial Economics,1999

2. Application of XCS classifier system to financial decision support: An empirical study of TAIEX;Anbin;Chinese Journal of Management,2005

3. Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets;Bekiros;European Journal of Operational Research,2010

4. Market statistics and technical analysis: The role of volume;Blume;The Journal of Finance,1994

5. Simple technical trading rules and the stochastic properties of stock returns;Brock;The Journal of Finance,1992

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