Market Timing System using Grammatical Evolution

By popular demand:

This study examines the potential of an evolutionary automatic programming methodology, Grammatical Evolution, to uncover a series of useful fuzzy technical trading rules for the ISEQ, the official equity index of the Irish Stock Exchange. Index values for the period 29/03/93 to 4/12/1997 are used to train and test the model. The preliminary findings indicate that the methodology has much potential.

Posted by jck at 8:53 am EST on April 29th, 2008 |

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One Response to “ Market Timing System using Grammatical Evolution ”

  • # 1 Tuesday links: shedding debt « Abnormal Returns Says:

    [...] Grammatical evolution and market timing. (Alea) [...]

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