Search results for "hold strategy"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
3	Shuo-Hsien Hsiao, C. Y. Roger Chen	Performance Evaluation of Circuit Switched Multistage Interconnection Networks Using a Hold Strategy.	IEEE Trans. Parallel Distrib. Syst.	1992	DBLP DOI BibTeX RDF	message size, circuit switched multistage interconnection networks, hold strategy, processor-memory communications, processor processing time, closed queuing network model, performance evaluation, performance evaluation, multiprocessor interconnection networks, queueing theory, multiprocessor systems, switching theory, memory access
1	Paulo Parracho, Rui Ferreira Neves, Nuno Horta	Trading in financial markets using pattern recognition optimized by genetic algorithms.	GECCO (Companion)	2010	DBLP DOI BibTeX RDF	trading rules optimization, genetic algorithms, technical analysis, pattern detection
1	António Gorgulho, Rui Ferreira Neves, Nuno Horta	Using GAs to balance technical indicators on stock picking for financial portfolio composition.	GECCO (Companion)	2009	DBLP DOI BibTeX RDF	portfolio, optimization, evolutionary algorithms, technical analysis
1	Richard Preen	An XCS approach to forecasting financial time series.	GECCO (Companion)	2009	DBLP DOI BibTeX RDF	learning classifier systems, xcs, computational finance
1	Garnett Carl Wilson, Wolfgang Banzhaf	Soft memory for stock market analysis using linear and developmental genetic programming.	GECCO	2009	DBLP DOI BibTeX RDF	linear genetic programming, financial analysis, developmental genetic programming
1	Andreas Krause	Evaluating the Performance of Adapting Trading Strategies with Different Memory Lengths.	IDEAL	2009	DBLP DOI BibTeX RDF
1	Maria Dobrska, Hui Wang 0001, William Blackburn	Data Driven Rank Ordering and Its Application to Financial Portfolio Construction.	KSEM	2009	DBLP DOI BibTeX RDF	learning to order, pairwise preference, portfolio construction, ranking
1	Andy Tan, Hiok Chai Quek, Kin Choong Yow	Maximizing winning trades using a novel RSPOP fuzzy neural network intelligent stock trading system.	Appl. Intell.	2008	DBLP DOI BibTeX RDF	Intelligent stock trading system, Rough-set based, Maximizing winning trades, Relative strength indicator, Multiplicative returns, Fuzzy neural networks, Moving average
1	David Edelman	Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
1	Célia da Costa Pereira, Andrea Tettamanzi	Fuzzy-Evolutionary Modeling for Single-Position Day Trading.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
1	Yung-Keun Kwon, Byung Ro Moon	A Hybrid Neurogenetic Approach for Stock Forecasting.	IEEE Transactions on Neural Networks	2007	DBLP DOI BibTeX RDF
1	David Edelman	Using Kalman-Filtered Radial Basis Function Networks to Forecast Changes in the ISEQ Index.	EvoWorkshops	2007	DBLP DOI BibTeX RDF
1	Piotr Lipinski	Discovering Stock Market Trading Rules Using Multi-layer Perceptrons.	IWANN	2007	DBLP DOI BibTeX RDF
1	Andre Alves Portela Santos, Leandro dos Santos Coelho	Neural Networks, Fuzzy System, and Linear Models in Forecasting Exchange Rates: Comparison and Case Studies.	IJCNN	2006	DBLP DOI BibTeX RDF
1	Giovanni Felici, M. A. Galante, L. Torosantucci	Logic Mining for Financial Data.	International Conference on Computational Science	2006	DBLP DOI BibTeX RDF
1	Yung-Keun Kwon, Sung-Soon Choi, Byung Ro Moon	Stock prediction based on financial correlation.	GECCO	2005	DBLP DOI BibTeX RDF	financial network, feedforward neural network, cross-correlation, stock prediction
1	Defu Zhang, Qingshan Jiang, Xin Li	A Hybrid Mining Model Based on Neural Network and Kernel Smoothing Technique.	International Conference on Computational Science	2005	DBLP DOI BibTeX RDF
1	Yung-Keun Kwon, Byung Ro Moon	Evolutionary Ensemble for Stock Prediction.	GECCO	2004	DBLP DOI BibTeX RDF
1	Yung-Keun Kwon, Byung Ro Moon	Daily Stock Prediction Using Neuro-genetic Hybrids.	GECCO	2003	DBLP DOI BibTeX RDF
1	Jerzy J. Korczak, Piotr Lipinski, Patrick Roger	Evolution Strategy in Portfolio Optimization.	Artificial Evolution	2001	DBLP DOI BibTeX RDF
1	Jinwoo Baek, Sungzoon Cho	"Left Shoulder" Detection in Korea Composite Stock Price Index Using an Auto-Associative Neural Network.	IDEAL	2000	DBLP DOI BibTeX RDF
1	Sonia Schulenburg, Peter Ross	Strength and Money: An LCS Approach to Increasing Returns.	IWLCS	2000	DBLP DOI BibTeX RDF
1	D. Edelman, P. Davy, Yat Lok Chung	Using neural network prediction to arbitrage the Australian All-Ordinaries Index.	KES	1999	DBLP DOI BibTeX RDF