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
4320 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.
4320 days ago
Another oddbal system by Mark Brown
Synopsis This is a system created by Mark Brown. This trading system is based on 38-bar, three-standard deviation Bollinger Bands of a 10-bar Adaptive Moving Average (AMA) of high and low prices. There is an adaptive component in the system: the Adaptive Moving Average, which was...Tags: trading system
4463 days ago
Tags: trading system
4477 days ago