Effect of Moving Averages in the Tickwise Tradings in the Stock Market

In the recent years the automatic generation of trading rules for stock and currency markets by means of Evolutionary Algorithms has become a popular game. Although, it is disputed whether or not such evolved trading rules are able to generate reliable profit on out-of-sample sets, especially if tra...

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Bibliographische Detailangaben
Hauptverfasser:	Streichert, Felix, Tanaka-Yamawaki, Mieko, Iwata, Masayuki
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Applied sciences Artificial intelligence Computer science control theory systems Evolutionary Algorithms Exact sciences and technology Inference from stochastic processes time series analysis Information systems. Data bases Mathematics Memory organisation. Data processing Moving Averages Operational research and scientific management Operational research. Management science Portfolio theory Probability and statistics Sciences and techniques of general use Software Statistics Trading Rules
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