Andreea-Ingrid Funie, Mark Salmon, Wayne Luk. A Hybrid Genetic-Programming Swarm-Optimisation Approach for Examining the Nature and Stability of High Frequency Trading Strategies. In 13th International Conference on Machine Learning and Applications, ICMLA 2014, Detroit, MI, USA, December 3-6, 2014. pages 29-34, IEEE, 2014. [doi]
Abstract is missing.