An Intelligent Model for Pairs Trading Using Genetic Algorithms.
Chien-Feng HuangChi-Jen HsuChi-Chung ChenBao Rong ChangChen-An LiPublished in: Comput. Intell. Neurosci. (2015)
Keyphrases
- mathematical model
- computational model
- probabilistic model
- formal model
- high level
- genetic algorithm
- network model
- cost function
- probability distribution
- parameter estimation
- evolutionary algorithm
- artificial neural networks
- experimental data
- conceptual model
- bayesian framework
- learning algorithm
- parameter values
- real time