CORR
2011
Springer
13 years 6 months ago
2011
Springer
— A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, ...
IJCNN
2006
IEEE
14 years 5 months ago
2006
IEEE
— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
GECCO
2007
Springer
14 years 6 months ago
2007
Springer
This paper presents two evolutionary algorithms, ECGA and BOA, applied to constructing stock market trading expertise, which is built on the basis of a set of specific trading ru...
EVOW
2009
Springer
14 years 6 months ago
2009
Springer
Two independent evolutionary modeling methods, based on fuzzy logic and neural networks respectively, are applied to predicting trend reversals in financial time series, and their...