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Evolutionary learning of technical trading rules without data-mining bias

Agapitos, Alexandros ; O'Neill, Michael ; Brabazon, Anthony (Springer, 2010-09)

In this paper we investigate the profitability of evolved technical trading rules when controlling for data-mining bias. For the first time in the evolutionary computation literature, a comprehensive test for a rule’s ...
Evolving trading rule-based policies

Bradley, Robert ; Brabazon, Anthony ; O'Neill, Michael (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 ...
Viability Of the Irish Equity market

Cotter, John (Irish Bankers' Federation, 2004)

This paper assesses the viability of the Irish Stock Exchange. Overall the prognosis is positive with a few notable exceptions. On the downside some trading characteristics including thin trading and an uncompetitive ...

Now showing items 1-3 of 3