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Incorporating Markov decision process on genetic algorithms to formulate trading strategies for stock markets
16 references·3 citing·49 second hop
Incorporating Markov decision process on genetic algorithms to formulate trading strategies for stock markets (2016)Incorporating Markov decision process on …Forecasting stock indices with back propagation neural network (2011)Forecasting stock indices wit…Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition (2011)Applying a GA kernel on optim…A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection (2011)A multi-objective genetic alg…A hybrid stock selection model using genetic algorithms and support vector regression (2011)A hybrid stock selection mode…Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting direction of stock…Design and implementation of fuzzy expert system for Tehran Stock Exchange portfolio recommendation (2010)Design and implementation of …A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting (2010)A hybrid model based on rough…Portfolio optimization problems in different risk measures using genetic algorithm (2009)Portfolio optimization proble…A combination of hidden Markov model and fuzzy model for stock market forecasting (2009)A combination of hidden Marko…Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm (2008)Markowitz-based portfolio sel…Forecasting the turning time of stock market based on Markov–Fourier grey model (2008)Forecasting the turning time …A hybrid approach based on neural networks and genetic algorithms for detecting temporal patterns in stock markets (2006)A hybrid approach based on ne…Predicting the exchange traded fund DIA with a combination of genetic algorithms and neural networks (2004)Predicting the exchange trade…A hybrid genetic-neural architecture for stock indexes forecasting (2003)A hybrid genetic-neural archi…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Stock market prediction system with modular neural networks (1990)Stock market prediction syste…Forecasting the overnight return direction of stock market index combining global market indices: A multiple-branch deep learning approach (2022)Forecasting the overnight ret…Share Price Prediction of Aerospace Relevant Companies with Recurrent Neural Networks based on PCA (2021)Share Price Prediction of Aer…An Effective Approach for Obtaining a Group Trading Strategy Portfolio Using Grouping Genetic Algorithm (2019)An Effective Approach for Obt…Application of support vector machines in financial time series forecasting (2001)Financial time series forecasting using support vector machines (2003)Forecasting stock market movement direction with support vector machine (2004)Portfolio formation with preselection using deep learning from long-term financial data (2019)Stock Market Forecasting Using Computational Intelligence: A Survey (2020)A survey on machine learning models for financial time series forecasting (2022)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Applications of deep learning in stock market prediction: Recent progress (2021)Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Time series forecasting using a hybrid ARIMA and neural network model (2003)Forecasting daily stock market return using dimensionality reduction (2016)Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach (2018)Forecasting stock prices with a feature fusion LSTM-CNN model using different representations of the same data (2019)The Behavior of Stock-Market Prices (1965)Generalized autoregressive conditional heteroskedasticity (1986)Improvement of Auto-Regressive Integrated Moving Average models using Fuzzy logic and Artificial Neural Networks (ANNs) (2008)Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)The Econometrics of Financial Markets (2012)Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction (2018)Proceedings of the International Joint Conference on Neural Networks, 2003. 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References

  • 2010Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange880 cited
  • 1999Using genetic algorithms to find technical trading rules855 cited
  • 1990Stock market prediction system with modular neural networks654 cited
  • 2011Forecasting stock indices with back propagation neural network487 cited
  • 2003A hybrid genetic-neural architecture for stock indexes forecasting320 cited
  • 2009Portfolio optimization problems in different risk measures using genetic algorithm288 cited
  • 2011A hybrid stock selection model using genetic algorithms and support vector regression243 cited
  • 2008Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm224 cited
  • 2006A hybrid approach based on neural networks and genetic algorithms for detecting temporal patterns in stock markets223 cited
  • 2010A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting212 cited
  • 2004Predicting the exchange traded fund DIA with a combination of genetic algorithms and neural networks140 cited
  • 2009A combination of hidden Markov model and fuzzy model for stock market forecasting115 cited
  • 2010Design and implementation of fuzzy expert system for Tehran Stock Exchange portfolio recommendation108 cited

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  • 2011A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection99 cited
  • 2011Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition95 cited
  • 2008Forecasting the turning time of stock market based on Markov–Fourier grey model90 cited
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    • 2022Forecasting the overnight return direction of stock market index combining global market indices: A multiple-branch deep learning approach44 cited
    • 2019An Effective Approach for Obtaining a Group Trading Strategy Portfolio Using Grouping Genetic Algorithm41 cited
    • 2021Share Price Prediction of Aerospace Relevant Companies with Recurrent Neural Networks based on PCA32 cited