Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review.
Applied Soft Computing(2015)
摘要
•The first systematic literature review on evolutionary rule discovery in stock algorithmic trading.•A clear demonstrate of studies in this field based on a classification framework.•A precise analysis of gaps and limitations in existing studies based on detail of evaluation scheme.•The most important factors influencing profitability of models are presented in detail.•Targeted suggestions for future improvements based on the review are proposed.
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关键词
Literature review,Evolutionary computation,Algorithmic trading,Stock trading rule,Rule discovery,Classification framework
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