GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading.
Zezheng ZhangMatloob KhushiPublished in: CoRR (2020)
Keyphrases
- genetic algorithm
- optimization method
- hybrid ga
- experimental evaluation
- cost function
- preprocessing
- pairwise
- hybrid method
- high accuracy
- computational complexity
- feature space
- hybrid genetic algorithm
- data sets
- detection method
- image sequences
- clustering method
- computational cost
- ant colony algorithm
- differential evolution
- evolutionary computation
- segmentation method
- optimization algorithm
- fuzzy logic
- support vector machine
- probabilistic model
- dynamic programming
- significant improvement
- evolutionary algorithm
- objective function
- similarity measure
- neural network