DocumentCode :
3634295
Title :
Trading rule discovery on Warsaw Stock Exchange using revolutionary algorithms
Author :
Paweł B. Myszkowski;Łukasz Rachwalski
Author_Institution :
Wroclaw University of Technology, Wyb.Wyspianskiego 27, 51-370, Poland
fYear :
2009
Firstpage :
81
Lastpage :
88
Abstract :
This paper presents an application of coevolutionary algorithms to rule discovery on stock market. We used genetic programming techniques with coevolution in financial data mining process. There were tested a various approaches to include coevolution aspects in task of build trading rule (buy and sell decision). Trading rules are based on technical and fundamental indicators included in decision tree and were tested on Warsaw Stock Exchange historical data.
Keywords :
Stock markets
Publisher :
ieee
Conference_Titel :
Computer Science and Information Technology, 2009. IMCSIT ´09. International Multiconference on
ISSN :
2157-5525
Print_ISBN :
978-1-4244-5314-6
Type :
conf
DOI :
10.1109/IMCSIT.2009.5352748
Filename :
5352748
Link To Document :
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