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https://hdl.handle.net/2440/44235
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Type: | Conference paper |
Title: | A computational intelligence portfolio construction system for equity market trading |
Author: | Ghandar, A. Michalewicz, Z. Schmidt, M. To, T. Zurbrugg, R. |
Citation: | IEEE Congress on Evolutionary Computation, A Computational Intelligence Portfolio Construction System for Equity Market Trading, 25-28 September, 2007: pp.798-805 |
Publisher: | IEEE |
Publisher Place: | CDROM |
Issue Date: | 2007 |
Series/Report no.: | IEEE Congress on Evolutionary Computation |
ISBN: | 1424413397 9781424413409 |
Conference Name: | Congress on Evolutionary Computation (2007 : Singapore) |
Editor: | Tan, K. Xu, J. |
Abstract: | This paper describes an adaptive computational intelligence system for learning trading rules used in equity market trading. The rules are represented using fuzzy logic, an evolutionary process facilitates the learning process. By controlling the evolutionary process and through selection of training data the trading rules are adapted to market conditions. Results of the systems performance are obtained using historical data from the Australian stock exchange (ASX). |
Rights: | © Copyright 2007 IEEE |
DOI: | 10.1109/CEC.2007.4424552 |
Published version: | http://dx.doi.org/10.1109/cec.2007.4424552 |
Appears in Collections: | Aurora harvest 6 Computer Science publications |
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