• 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