Trading rule discovery on Warsaw Stock Exchange using revolutionary algorithms

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@InProceedings{Myszkowski:2009:IMCSIT,
  author =       "Pawel B. Myszkowski and Lukasz Rachwalski",
  title =        "Trading rule discovery on Warsaw Stock Exchange using
                 revolutionary algorithms",
  booktitle =    "International Multiconference on Computer Science and
                 Information Technology, IMCSIT '09",
  year =         "2009",
  month =        oct,
  pages =        "81--88",
  keywords =     "genetic algorithms, genetic programming, Warsaw stock
                 exchange, coevolutionary algorithm, decision tree,
                 financial data mining process, genetic programming
                 technique, rule discovery, stock market, data mining,
                 decision trees, financial data processing, stock
                 markets",
  URL =          "http://www.proceedings2009.imcsit.org/pliks/iv_imcsit.pdf",
  DOI =          "doi:10.1109/IMCSIT.2009.5352748",
  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.",
  notes =        "Evolution of Buy and Sell rules. Also known as
                 \cite{5352748}",
}

Genetic Programming entries for Pawel B Myszkowski Lukasz Rachwalski

Citations