Titlebook: Natural Computing in Computational Finance; Volume 3 Anthony Brabazon,Michael O’Neill,Dietmar G. Maring Book 2010 Springer-Verlag Berlin He

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Frequent Knowledge Patterns in Evolutionary Decision Support Systems for Financial Time Series Analyinancial time series analysis. It focuses on trading experts built by an evolutionary algorithm as binary sequences representing subsets of a specific set of trading rules, where frequent knowledge patterns correspond to common building blocks of trading rules occurring in previous trading experts.

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Evolutionary Money Management06. This paper proposes a novel quad tree structure for trading system design. The architecture consists of four trees each solving a separate task, but mutually dependent for overall performance. Specifically, the functions of the trees are related to initiating (“entry”) and terminating (“exit”) l

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Interday and Intraday Stock Trading Using Probabilistic Adaptive Mapping Developmental Genetic Progrrading of stocks in the technology sector. Both interday and intraday data for these stocks were analyzed, where both implementations were found to be impressively robust to market fluctuations while reacting efficiently to opportunities for profit. PAM DGP proved slightly more reactive to market ch

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Addressing Voids: How Digital Start-ups in Kenya Create Market Infrastructureinefficiencies—also known as institutional voids—we find that digital platforms in both the Northern and Southern Hemispheres have contributed significantly to the development of efficient market infrastructures and intermediaries. We review market-enabling digital platforms in Kenya elicited from p

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Systematics of the Pteridophytesthat lie in the high age of the lineages and in the combination of speciation (with difficulties in determining character homologies within young clades) and extinction during this time. Furthermore, the problem of two independent generations requiring different environments and the high chromosome

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