Identifying Patterns in Financial Markets: New Approach Combining Rules Between PIPs and SAX

Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

Investment Strategies Optimization based on a SAX-GA Methodology

Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies

Stock Exchange Trading Using Grid Pattern Optimized by A Genetic Algorithm with Speciation: The Case of S&P 500

Financial Data Resampling for Machine Learning Based Trading: Application to Cryptocurrency Markets