Evolutionary Optimization of Trading Strategies.

Jiarui Ni Longbing Cao Chengqi Zhang

Published in: DMBiz@PAKDD (2007)

Keyphrases

evolutionary optimization
trading strategies
test bed
multi objective
stock market
trading agents
genetic optimization
genetic algorithm
computer programs
trading systems
fuzzy modeling
financial markets
evolutionary algorithm
sharpe ratio
software development
text mining
expert systems