Investment opportunities forecasting : a genetic programming-based dynamic portfolio trading system under a directional-change framework
Year of publication: |
June 2018
|
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Authors: | Aloud, Monira Essa |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 22.2018, 1, p. 1-35
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Subject: | financial forecasting | genetic programming (GP) | directional changes (DCs) | decision support tool | automated trading strategy | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection |
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