Incorporating Markov decision process on genetic algorithms to formulate trading strategies for stock markets

Using genetic algorithms to find technical trading rules

Franklin Allen, Risto Karjalainen · Journal of Financial Economics · 1999 · 852 citations · Full text

Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange

Yakup Kara, Melek Acar Boyacıoğlu, Ömer Kaan Baykan · Expert Systems with Applications · 2010 · 847 citations

Istanbul Stock Exchange, Stock Prices, Asset Pricing +11

Stock market prediction system with modular neural networks

Tsunenobu Kimoto, Kazuo Asakawa, Minami Yoda et al. · 1990 · 652 citations

Engineering, Machine Learning, Tokyo Stock Exchange +16

Forecasting stock indices with back propagation neural network

Jianzhou Wang, Jujie Wang, Zhe George Zhang et al. · Expert Systems with Applications · 2011 · 479 citations · Full text

Stock Indices, Financial Forecast, Forecasting +2

A hybrid genetic-neural architecture for stock indexes forecasting

Giuliano Armano, Michele Marchesi, Andréa Murru · Information Sciences · 2003 · 319 citations

Hybrid Genetic-neural Architecture, Engineering, Asset Pricing +7