Developing a market timing system using Grammatical Evolution
Michael O’Neill, Tony Brabazon, Conor Ryan, John James Collins · 2001
This study examines the potential of an evolutionary automatic programming methodology, Grammatical Evolution, to uncover a series of useful fuzzy technical trading rules for the ISEQ, the official equity index of the Irish Stock Exchange. Index values for the period 29/03/93 to 4/12/1997 are used to train and test the model. The preliminary findings indicate that the methodology has much potential.