Backtesting Trading Strategies with GAN To Avoid Overfitting.
Ao SunYuh-Dauh LyuuPublished in: CoRR (2022)
Keyphrases
- avoid overfitting
- trading strategies
- test bed
- trading agents
- stock market
- structuring elements
- training data
- computer programs
- decision trees
- support vector machine
- search space
- machine learning
- financial markets
- trading systems
- genetic algorithm
- electronic commerce
- greedy search
- database
- programming language
- object oriented
- data mining