Optimization of the trading rule in foreign exchange using genetic algorithm.

Akinori Hirabayashi Claus de Castro Aranha Hitoshi Iba

Published in: GECCO (2009)

Keyphrases

foreign exchange
genetic algorithm
exchange rate
early warning
optimization method
real coded
stock market
immune genetic algorithm

multi population
artificial neural networks
optimization algorithm
optimization problems
global optimization
fuzzy logic
evolutionary algorithm
constrained optimization

evolution strategy
parameter optimization
fitness function
penalty function
data analysis
electronic commerce
expert systems

evolutionary strategy
multi objective
quantitative analysis
short term
genetic algorithm ga
ant colony optimization
metaheuristic