Forecasting financial markets using high-frequency trading data: Examination with strongly typed genetic programming

Manahov, V. and Zhang, H. orcid.org/0000-0002-8727-4906 (2019) Forecasting financial markets using high-frequency trading data: Examination with strongly typed genetic programming. International Journal of Electronic Commerce, 23 (1). pp. 12-32. ISSN 1086-4415

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Copyright, Publisher and Additional Information: © 2019 Taylor & Francis Group, LLC. This is an author produced version of a paper subsequently published in International Journal of Electronic Commerce. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Evolutionary computation; artificial intelligence; high-frequency trading; algorithmic trading; big data analytics; financial econometrics
Dates:
  • Published (online): 6 January 2019
  • Published: 6 January 2019
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Symplectic Sheffield
Date Deposited: 21 Mar 2019 15:00
Last Modified: 06 Jul 2020 00:39
Status: Published
Publisher: Taylor & Francis
Refereed: Yes
Identification Number: https://doi.org/10.1080/10864415.2018.1512271

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