A computational intelligence portfolio construction system for equity market trading
Date
2007
Authors
Ghandar, A.
Michalewicz, Z.
Schmidt, M.
To, T.
Zurbrugg, R.
Editors
Tan, K.
Xu, J.
Xu, J.
Advisors
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Type:
Conference paper
Citation
IEEE Congress on Evolutionary Computation, A Computational Intelligence Portfolio Construction System for Equity Market Trading, 25-28 September, 2007: pp.798-805
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Conference Name
Congress on Evolutionary Computation (2007 : Singapore)
Abstract
This paper describes an adaptive computational intelligence system for learning trading rules used in equity market trading. The rules are represented using fuzzy logic, an evolutionary process facilitates the learning process. By controlling the evolutionary process and through selection of training data the trading rules are adapted to market conditions. Results of the systems performance are obtained using historical data from the Australian stock exchange (ASX).
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© Copyright 2007 IEEE