Computational Intelligence for Evolving Trading Rules

Evolving Computational Intelligence Systems

A new paradigm of the evolving computational intelligence systems (ECIS) is introduced in a generic framework of the knowledge and data integration (KDI). This generalization of the recent advances in the development of evolving fuzzy and neuro-fuzzy models and the more analytical angle of consideration through the prism of knowledge evolution as opposed to the usually used datacentred approach...

Evolving Decision Strategies for Computational Intelligence Agents

An adaptive control system for computational intelligence agent within a data mining multi-agent system is presented. As opposed to other approaches concerning a fixed control mechanism, the presented approach is based on evolutionary trained decission trees. This leads to control approach created adaptively based on data tasks the agent encounters during its adaptive phase. A pilot implementat...

Evolving Market Index Trading Rules Using Grammatical Evolution

Systematically Evolving Configuration Parameters for Computational Intelligence Methods

The configuration of a computational intelligence (CI) method is responsible for its intelligence (e.g. tolerance, flexibility) as well as its accuracy. In this paper, we investigate how to automatically improve the performance of a CI method by finding alternate configuration parameter values that produce more accurate results. We explore this by using a genetic algorithm (GA) to find suitable...

Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution

Grammatical Evolution (GE) is a novel, data-driven, model-induction tool, inspired by the biological gene-to-protein mapping process. This study provides an introduction to GE, and applies the methodology in an attempt to uncover useful technical trading rules which can be used to trade foreign exchange markets. In this study, each of the evolved rules (programs) represents a market trading sys...