Computational Intelligence and Financial Markets: A Survey and Future Directions

作者:

Highlights:

• We propose a survey of soft computing techniques applied to financial market.

• We surveyed several primary studies proposed in the literature.

• A framework for building an intelligent trading system was proposed.

• Future directions of this research field are discussed.

摘要

•We propose a survey of soft computing techniques applied to financial market.•We surveyed several primary studies proposed in the literature.•A framework for building an intelligent trading system was proposed.•Future directions of this research field are discussed.

论文关键词:Financial markets,Computational intelligence,Trading systems,Deep learning,Online learning

论文评审过程:Received 5 December 2014, Revised 5 February 2016, Accepted 6 February 2016, Available online 16 February 2016, Version of Record 3 March 2016.

论文官网地址:https://doi.org/10.1016/j.eswa.2016.02.006