Abstract— This paper investigates the performance of trading strategies identified through Computational Intelligence techniques. We focus on trading rules derived by Genetic Pr...
Nicos G. Pavlidis, E. G. Pavlidis, Michael G. Epit...
Thefocus of this workis the computationof efficient strategies for commoditytrading in a multi-marketenvironment. In today's "global economy"commodities are often b...
Milos Hauskrecht, Luis E. Ortiz, Ioannis Tsochanta...
Abstract. Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of...
Abstract. In agent-based computational economics, many different trading strategies have been proposed. Given the kinds of market that such trading strategies are employed in, it i...
Given the return series for a set of instruments, a trading strategy is a switching function that transfers wealth from one instrument to another at specified times. We present ef...