Intra-Day Trading System Design Based on the Integrated Model of Wavelet De-Noise and Genetic Programming

Technical analysis has been proved to be capable of exploiting short-term fluctuations in financial markets. Recent results indicate that the market timing approach beats many traditional buy-and-hold approaches in most of the short-term trading periods. Genetic programming (GP) was used to generate...

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Bibliographic Details
Main Authors: Hongguang Liu, Ping Ji, Jian Jin
Format: Article
Language:English
Published: MDPI AG 2016-12-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/18/12/435