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.
April 29th, 2008 at 9:13 am
[...] Grammatical evolution and market timing. (Alea) [...]