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

DOI10.1007/S10287-004-0018-5zbMATH Open1115.91357OpenAlexW2096485597MaRDI QIDQ2386643FDOQ2386643

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)

Cited In (6)

• Adaptive evolutionary algorithms for portfolio selection problems
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• Robust trading rule selection and forecasting accuracy
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• A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through particle swarm optimization
• Low-latency liquidity inefficiency strategies

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