Genetic Programming of Fuzzy Logic Production Rules with Application to Financial Trading.
ABSTRACT John Koza has demonstrated that a form of machine learning can be constructed by using the techniques of Genetic Programming using LISP statements. We describe here an extension to this principle using Fuzzy Logic sets and operations instead of LISP expre...Tags: fuzzy logic, trading system, genetic programming
4128 days ago
A Fuzzy Logic Based Trading System
ABSTRACT: Technical analysis is sometimes used in financial markets to assist traders make buying and selling decisions. The success of technical analysis depends on how one interprets the available signals. Integration of human expertise into available models is considered to be ess...Tags: Fuzzy logic, technical analysis, trading system, genetic algorithm, portfolio allocation.
4128 days ago