Investment opportunities forecasting : a genetic programming-based dynamic portfolio trading system under a directional-change framework
Monira Essa Aloud
| 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 | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | Evolutionärer Algorithmus | Evolutionary algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCF.2018.346 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011890177