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Browsing by Subject "Stocks"
Now showing items 1-6 of 6
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(Springer, 2010-04)Trading-rule representation is an important factor to consider when designing a quantitative trading system. This study implements a trading strategy as a rule-based policy. The result is an intuitive human-readable format ...
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(Emerald Group, 2008)
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(IEEE Press, 2010-07)Designing a suitable objective function is an essential step in successfully applying an evolutionary algorithm to a problem. In this study we apply a grammar-based Genetic Programming algorithm called Grammatical Evolution ...
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(Palgrave Macmillan, 2007)
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(IEEE Press, 2010-07)A significant problem in the area of stock selection is that of identifying the factors that affect a security’s return. While modern portfolio theory suggests a linear multi-factor model in the form of Arbitrage Pricing ...
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(Elsevier, 2001-07)Using daily price and volume data on 112 of the largest takeover targets in Australia during the period from 1985 to 1993, we find that conditional price volatility declines after the takeover announcement. This decline ...
Now showing items 1-6 of 6