Trading rule discovery on Warsaw Stock Exchange using coevolutionary algorithms

This paper presents an application of coevolutionary algorithms to rule discovery on stock market. We used\ud genetic programming techniques with coevolution in financial\ud data mining process. There were tested a various approaches\ud to include coevolution aspects in task of build trading rule\ud (buy and sell decision). Trading rules are based on technical\ud and fundamental indicators included in decision tree and were\ud tested on Warsaw Stock Exchange historical data