Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution

DOI10.1007/s10287-004-0018-5zbMath1115.91357OpenAlexW2096485597MaRDI QIDQ2386643

Yanyan Li

Publication date: 25 August 2005

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-004-0018-5

zbMATH Keywords

grammatical evolutiontechnical trading rulesforeign exchange prediction

Mathematics Subject Classification ID

General nonlinear regression (62J02) Economic time series analysis (91B84) Parallel algorithms in computer science (68W10)

Related Items (3)

Low-latency liquidity inefficiency strategies ⋮ Adaptive evolutionary algorithms for portfolio selection problems ⋮ Robust trading rule selection and forecasting accuracy

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