Multi-objective optimization approach to stock market technical indicators.
Ricardo de AlmeidaGilberto Reynoso-MezaMaria Teresinha Arns SteinerPublished in: CEC (2016)
Keyphrases
- multi objective optimization
- technical indicators
- stock market
- financial time series
- multi objective
- stock price
- evolutionary algorithm
- financial markets
- stock exchange
- stock market data
- pareto optimal
- short term
- nsga ii
- trading systems
- foreign exchange
- genetic algorithm
- financial data
- trading rules
- multi objective optimization problems
- stock data
- bi objective
- differential evolution
- optimization algorithm
- stock returns
- stock trading
- multiple objectives
- long term
- garch model
- stock index futures
- chinese stock market