Beating the zero-sum game using GA to optimize technical financial market indicators.
Mohamed A. A. IbrahimKaamran RaahemifarPublished in: CCECE (2016)
Keyphrases
- financial markets
- game theory
- stochastic games
- nash equilibria
- genetic algorithm ga
- nash equilibrium
- genetic algorithm
- stock market
- boolean games
- repeated games
- stock price
- technical indicators
- game theoretic
- perfect information
- black scholes
- incomplete information
- video games
- risk management
- game playing
- fractional brownian motion
- portfolio theory
- game play
- computer games
- information systems
- imperfect information
- option pricing
- historical data
- trading systems
- trading strategies
- challenges facing
- financial institutions
- multi agent systems
- multi agent