Identifying trade entry and exit timing using mathematical technical indicators in XCS
(2010)
Journal Article
Preen, R. (2010). Identifying trade entry and exit timing using mathematical technical indicators in XCS. Lecture Notes in Artificial Intelligence, 6471 LNAI, 166-184. https://doi.org/10.1007/978-3-642-17508-4_11
This paper extends current LCS research into financial time series forecasting by analysing the performance of agents utilising mathematical technical indicators for both environment classification and in selecting actions to be executed. It compares... Read More about Identifying trade entry and exit timing using mathematical technical indicators in XCS.