Optimization of the trading rule in foreign exchange using genetic algorithm.
Akinori HirabayashiClaus de Castro AranhaHitoshi IbaPublished 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