A computational intelligence portfolio construction system for equity market trading

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dc.contributor.authorGhandar, A.
dc.contributor.authorMichalewicz, Z.
dc.contributor.authorSchmidt, M.
dc.contributor.authorTo, T.
dc.contributor.authorZurbrugg, R.
dc.contributor.conferenceCongress on Evolutionary Computation (2007 : Singapore)
dc.contributor.editorTan, K.
dc.contributor.editorXu, J.
dc.date.issued2007
dc.description.abstractThis 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).
dc.identifier.citationIEEE Congress on Evolutionary Computation, A Computational Intelligence Portfolio Construction System for Equity Market Trading, 25-28 September, 2007: pp.798-805
dc.identifier.doi10.1109/CEC.2007.4424552
dc.identifier.isbn1424413397
dc.identifier.isbn978-1-4244-1339-3
dc.identifier.orcidZurbrugg, R. [0000-0002-8652-0028]
dc.identifier.urihttp://hdl.handle.net/2440/44235
dc.language.isoen
dc.publisherIEEE
dc.publisher.placeCDROM
dc.relation.ispartofseriesIEEE Congress on Evolutionary Computation
dc.rights© Copyright 2007 IEEE
dc.source.urihttps://doi.org/10.1109/cec.2007.4424552
dc.titleA computational intelligence portfolio construction system for equity market trading
dc.typeConference paper
pubs.publication-statusPublished

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