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Computational Intelligence for Evolving Trading Rules Export

by: A. Ghandar, Z. Michalewicz, M. Schmidt, T. D. To, R. Zurbrugg
Evolutionary Computation, IEEE Transactions on In Evolutionary Computation, IEEE Transactions on, Vol. 13, No. 1. (2009), pp. 71-86.

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<para> This paper describes an adaptive computational intelligence system for learning trading rules. The trading rules are represented using a fuzzy logic rule base, and using an artificial evolutionary process the system learns to form rules that can perform well in dynamic market conditions. A comprehensive analysis of the results of applying the system for portfolio construction using portfolio evaluation tools widely accepted by both the financial industry and academia is provided. </para>


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