Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review
By Yong Hu, Kang Liu, Xiangzhou Zhang, Lijun Su, Eric Wai Ting Ngai, Mei Liu. 2015
175 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Finance, Management Science and Operations Research, Evolutionary Computation
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Artificial Intelligence
- Omer Berat Sezer
- M. Ugur Gudelek
- A. Ozbayoglu
- Longbing Cao
- Helmut Prendinger
- Saman Haratizadeh
- Stefan Feuerriegel
- Ehsan Hoseinzade
In Finance
- M. Ugur Gudelek
- Longbing Cao
- A. Ozbayoglu
- Omer Berat Sezer
- Helmut Prendinger
- Saman Haratizadeh
- Stefan Feuerriegel
- Ehsan Hoseinzade
In Management Science and Operations Research
- M. Ugur Gudelek
- Longbing Cao
- Omer Berat Sezer
- A. Ozbayoglu
- Helmut Prendinger
- Saman Haratizadeh
- Stefan Feuerriegel
- Ehsan Hoseinzade
In Evolutionary Computation
Citations in the corpus
- Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 (2019, background): “[34] focused on EC implementations for stock forecasting and algorithmic trading models.”
- News-based trading strategies (2016, background): “These test numerous variables and combinations thereof to identify predictors that might show a correlation with future stock returns [45].”
- CNNpred: CNN-based stock market prediction using a diverse set of variables (2019, methodology): “…analysis, logistic regression and evolutionary computing algorithms, especially genetic algorithm (GA), (Hu et al., 2015b; Brown et al., 2013; Hu et al., 2015a; Atsalakis & Valavanis, 2009) are among other tools and techniques25 that have been applied for feature extraction from raw…”
- AI in Finance: Challenges, Techniques, and Opportunities (2021, methodology): “Further, computational intelligence techniques and methods inspired by nature and human systems and simulating natural and human intelligence are used to model, characterize, and optimize EcoFin mechanisms, strategies, and systems, and to manage and optimize portfolio and market forecasting, and so ”