Stock trading system based on the multi-objective particle swarm optimization of technical indicators on end-of-day market data

AC Briza, PC Naval Jr - Applied Soft Computing, 2011 - Elsevier
Stock traders consider several factors or objectives in making decisions. Moreover, they
differ in the importance they attach to each of these objectives. This requires a tool that can …

Hybrid method of multiple kernel learning and genetic algorithm for forecasting short-term foreign exchange rates

S Deng, K Yoshiyama, T Mitsubuchi… - Computational Economics, 2015 - Springer
Our proposed prediction and learning method is a hybrid referred to as MKL-GA, which
combines multiple kernel learning (MKL) for regression (MKR) and a genetic algorithm (GA) …

Optimization of the trading rule in foreign exchange using genetic algorithm

A Hirabayashi, C Aranha, H Iba - … of the 11th Annual conference on …, 2009 - dl.acm.org
The generation of profitable trading rules for Foreign Exchange (FX) investments is a difficult
but popular problem. The use of Machine Learning in this problem allows us to obtain …

Embedding four medium-term technical indicators to an intelligent stock trading fuzzy system for predicting: a portfolio management approach

K Chourmouziadis, DK Chourmouziadou… - Computational …, 2021 - Springer
This paper utilizes a small number of coherent trend-following technical indicators with
similar characteristics, but constructed with a different philosophy, in order to predict the …

Algo‐Trading Strategy for Intraweek Foreign Exchange Speculation Based on Random Forest and Probit Regression

Y Chihab, Z Bousbaa, M Chihab… - … Intelligence and Soft …, 2019 - Wiley Online Library
In the Forex market, the price of the currencies increases and decreases rapidly based on
many economic and political factors such as commercial balance, the growth index, the …

[PDF][PDF] Stock market analysis in practice: Is it technical or fundamental?

G Cohen, A Kudryavtsev… - Journal of Applied Finance …, 2011 - researchgate.net
Investors use varies tools in the investment process. Some use technical or fundamental
analysis, or both in that process. The aim of the following survey research is first, to examine …

[图书][B] New frontier in evolutionary algorithms: theory and applications

H Iba, N Noman - 2011 - books.google.com
This book delivers theoretical and practical knowledge of Genetic Algorithms (GA) for the
purpose of practical applications. It provides a methodology for a GA-based search strategy …

[PDF][PDF] Trend Following Algorithms for Technical Trading in Stock Market.

S Fong, J Tai, YW Si - Journal of emerging technologies in web intelligence, 2011 - jetwi.us
Trend following (TF) is a rule-based trading mechanism that taps on the movements of long-
term market trend instead of relying on any forecast or external information to decide when …

Expert Systems in Finance

N Metawa, M Elhoseny, AE Hassanien… - New York, NY, USA …, 2019 - api.taylorfrancis.com
In general terms, trading risks are usually associated with possible losses in financial
markets arising from changes in the price of equities, currencies and interest rates, but there …

Stock price change rate prediction by utilizing social network activities

S Deng, T Mitsubuchi, A Sakurai - The Scientific World Journal, 2014 - Wiley Online Library
Predicting stock price change rates for providing valuable information to investors is a
challenging task. Individual participants may express their opinions in social network service …