An approach of bio-inspired hybrid model for financial markets

Abstract

Biological systems are inspiration for the design of optimisation and classification models. Applying various forms of bio-inspired algorithms may be a very high-complex system. Modelling of financial markets is challenging for several reasons, because many plausible factors impact on it. An automated trading on financial market is not a new phenomenon. The model of bio-inspired hybrid adaptive trading system based on technical indicators usage by grammatical evolution and moving window is presented in this paper. The proposed system is just one of possible bio-inspired system which can be used in financial forecast, corporate failure prediction or bond rating company. © 2010 Springer-Verlag.