Equity Option Strategy Discovery and Optimization Using a Memetic Algorithm.
Richard TymerskiGarrison W. GreenwoodDevin SillsPublished in: ACALCI (2017)
Keyphrases
- memetic algorithm
- combinatorial optimization
- tabu search
- timetabling problem
- genetic algorithm
- optimization strategies
- assembly line balancing
- job shop scheduling problem
- vehicle routing problem
- optimization algorithm
- evolutionary strategy
- global optimization
- crossover operator
- optimization problems
- evolutionary computation
- optimization method
- optimization strategy
- data mining
- optimization process
- branch and bound
- multiple objectives
- stock market
- upper bound
- multi objective
- data structure
- machine learning