Evolutionary Computation in Financial Decision Making
This thesis considers genetic programming (GP) for evolving financial trading strategies. The traditional approach in the literature is to represent a trading strategy, or a program, as a single decision tree. This thesis proposes a general multiple tree framework for dynamic decision making, where...
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University of Essex
2008
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.495562 |