Grammatical Evolution-based ensembles for algorithmic trading

Author:

Martín Carlos,Quintana DavidORCID,Isasi Pedro

Funder

Spanish Ministry of Science, Innovation and Universities

Publisher

Elsevier BV

Subject

Software

Reference36 articles.

1. Using genetic algorithms to find technical trading rules;Allen;J. Financ. Econ.,1999

2. C. Setzkorn, L. Dipietro, R. Purshouse, Evolving rule-based trading systems, in: 36th Annual Meeting of the CEA, 2002.

3. Risk-adjusted, ex ante, optimal technical trading rules in equity markets;Neely;Int. Rev. Econ. Finance,2003

4. On predictability and profitability: Would GP induced trading rules be sensitive to the observed entropy of time series?;Navet;Stud. Comput. Intell.,2008

5. D. Lohpetch, D. Corne, Discovering effective technical trading rules with genetic programming: Towards robustly outperforming buy-and-hold, in: 2009 World Congress on Nature and Biologically Inspired Computing, NABIC 2009 - Proceedings, 2009, pp. 439–444.

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