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) …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …