Boosting Trading Strategies performance using VIX indicator together with a dual-objective Evolutionary Computation optimizer.
José Matias PintoRui Ferreira NevesNuno HortaPublished in: Expert Syst. Appl. (2015)
Keyphrases
- evolutionary computation
- trading strategies
- evolutionary algorithm
- genetic programming
- computational intelligence
- machine learning and data mining
- genetic algorithm
- test bed
- fitness function
- swarm intelligence
- evolutionary design
- trading agents
- fuzzy logic
- stock market
- gene expression programming
- multi objective evolutionary algorithms
- cooperative coevolution
- evolutionary approaches
- optimization algorithm
- multi objective
- learning algorithm
- evolutionary strategy
- fitness landscape
- neural network
- power system
- ensemble learning
- multiple objectives
- trading systems
- particle swarm optimization
- optimization problems
- feature selection
- data mining