Evolving Market Index Trading Rules Using Grammatical Evolution
نویسندگان
چکیده
منابع مشابه
Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution
Grammatical Evolution (GE) is a novel, data-driven, model-induction tool, inspired by the biological gene-to-protein mapping process. This study provides an introduction to GE, and applies the methodology in an attempt to uncover useful technical trading rules which can be used to trade foreign exchange markets. In this study, each of the evolved rules (programs) represents a market trading sys...
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