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- W3122163907 abstract "In this paper we apply evolutionary optimization techniques to compute optimal rule-based trading strategies based on financial sentiment data. The sentiment data was extracted from the social media service StockTwits to accommodate the level of bullishness or bearishness of the online trading community towards certain stocks. Numerical results for all stocks from the Dow Jones Industrial Average (DJIA) index are presented and a comparison to classical risk-return portfolio selection is provided." @default.
- W3122163907 created "2021-02-01" @default.
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- W3122163907 date "2015-04-01" @default.
- W3122163907 modified "2023-09-27" @default.
- W3122163907 title "Computing trading strategies based on financial sentiment data using evolutionary optimization" @default.
- W3122163907 hasPublicationYear "2015" @default.
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