We consider strategies which use a collection of popular technical indicators as input and
seek a profitable trading rule defined in terms of them. We consider two popular computational …

… Given two attributes x and y, the support is defined as the percentage of records having
both attributes and the confidence is defined as the percentage of records having y given that …

We have previously described trading systems based on un-supervised learning approaches
such as reinforcement learning and genetic algorithms which take as input a collection of …

… These are in line with indicators used previously such as in Dempster & Jones [4] and
Dempster & Romahi [6]. We employ commonly used indicators including Price Channel Breakout, …

This chapter looks at various aspects of financial news data, contemporary academic research
on natural language processing (NLP) applied to finance and how the industry utilizes …

Within the investment industry, diversification now refers to not only the division of capital
among a large number of securities but also the avoidance of risk concentration in any of a …

In recent years, the application of arti cial intelligence (AI) techniques to technical trading
and nance has experienced signi cant growth. This is witnessed by the emergence of a …

One prominent trend in equity indexing in recent years has been indexes that target a lower
volatility than a capitalization-weighted benchmark. To read the ground rule document of …

… RoMAHI is chief investment officer for quantitative beta strategies at JP Morgan Asset
Management in London, UK yazann. romahi… ; see Staines, Li, and Romahi [2016]). This makes it …

The past decade has witnessed significant growth in tools originating in the AI community
being incorporated into the field of financial engineering. Expert Systems were quickly shown …