A trading method in FX using evolutionary algorithms: extensions based on reverse trend and settlement timing.
Badarch TserenchimedShu LiuHitoshi IbaPublished in: GECCO (Companion) (2011)
Keyphrases
- evolutionary algorithm
- cost function
- high accuracy
- high precision
- preprocessing
- synthetic data
- experimental evaluation
- evolution strategy
- objective function
- significant improvement
- hybrid method
- genetic algorithm
- segmentation method
- detection method
- clustering method
- dynamic programming
- edge detection
- multiscale
- similarity measure
- classification method
- computational complexity
- optimization method
- constrained optimization
- k means
- data sets