On the quest for robust technical trading strategies using multi-objective optimization.
José Manuel BerutichFrancisco LunaFrancisco LópezPublished in: AI Commun. (2014)
Keyphrases
- multi objective optimization
- multi objective
- trading strategies
- evolutionary algorithm
- multi objective optimization problems
- pareto optimal
- bi objective
- optimization algorithm
- differential evolution
- genetic algorithm
- multiple objectives
- multi objective genetic algorithms
- trading agents
- nsga ii
- multi agent
- multi objective genetic algorithm
- test bed
- pareto optimal set
- multiobjective optimization
- multi criteria
- optimization method
- objective function