Browsing College of Business and Law by Subject "Stocks"

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Browsing College of Business and Law by Subject

Browsing College of Business and Law by Subject "Stocks"

Now showing items 1-6 of 6

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 ...
The high technology pecking order in spinoffs and non-spinoffs in the Irish software sector

Hogan, Teresa ; Hutson, Elaine (Emerald Group, 2008)
Objective function design in a grammatical evolutionary trading system

Bradley, Robert ; Brabazon, Anthony ; O'Neill, Michael (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 ...
Price volatility in stocks subject to tender offers

Hutson, Elaine (Palgrave Macmillan, 2007)
The syntax of stock selection : grammatical evolution of a stock picking model

McGee, Richard ; O'Neill, Michael ; Brabazon, Anthony (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 ...
Volatility in stocks subject to takeover bids : Australian evidence using daily data

Hutson, Elaine ; Kearney, Colm (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 ...