A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
DOI10.1016/J.EJOR.2014.07.034zbMATH Open1338.91165OpenAlexW2022391082MaRDI QIDQ300078FDOQ300078
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.07.034
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Cited In (8)
- Title not available (Why is that?)
- The high frequency trade off between speed and sophistication
- Decision-making for stock trading based on trading probability by considering whole market movement
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- Economic lot sampling inspection from defect counts with minimum conditional value-at-risk
- A real-time adaptive trading system using genetic programming
- Setting the margins of hang seng index futures on different positions using an APARCH-GPD model based on extreme value theory
- A multilayer feedforward perceptron model in neural networks for predicting stock market short-term trends
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