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Dynamic Index Trading Using a Gene Regulatory Network Model

  • Miguel Nicolau
  • Michael O’Neill
  • Anthony Brabazon
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 8602)

Abstract

This paper presents a realistic study of applying a gene regulatory model to financial prediction. The combined adaptation of evolutionary and developmental processes used in the model highlight its suitability to dynamic domains, and the results obtained show the potential of this approach for real-world trading.

Keywords

Genetic Regulatory Network Technical Indicator Trading Period Grammatical Evolution Trading Signal 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  • Miguel Nicolau
    • 1
  • Michael O’Neill
    • 1
  • Anthony Brabazon
    • 1
  1. 1.Natural Computing Research and Applications GroupUniversity College DublinDublinIreland

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