Maximisation of investment profits: An approach to MACD based on genetic algorithms and fuzzy logic.
Frederico C. R. MarquesRogério M. GomesPaulo E. M. de AlmeidaHenrique E. BorgesSérgio Ricardo de SouzaPublished in: IEEE Congress on Evolutionary Computation (2010)
Keyphrases
- fuzzy logic
- genetic algorithm
- decision making
- neural network
- soft computing
- expert systems
- computational intelligence
- membership functions
- control system
- fuzzy rules
- fuzzy set theory
- fitness function
- evolutionary computation
- rule base
- fuzzy sets
- evolutionary computing
- intelligent control
- long run
- fuzzy rule based systems
- back propagation
- artificial intelligence
- simulated annealing
- fuzzy membership functions
- multi objective
- return on investment
- particle swarm optimization
- neural networks and genetic algorithms
- fuzzy reasoning
- genetic operators
- fuzzy control
- evolutionary algorithm