Optimizing MACD Parameters via Genetic Algorithms for Soybean Futures.
Phoebe S. WilesDavid EnkePublished in: Complex Adaptive Systems (2015)
Keyphrases
- genetic algorithm
- parameter set
- maximum likelihood
- neural network
- parameter optimization
- parameter estimation
- parameter settings
- parameter values
- sensitivity analysis
- stochastic search algorithms
- particle swarm optimization
- evolutionary computation
- differential evolution
- tabu search
- expectation maximization
- control parameters
- measured data
- simulated annealing
- population size
- least squares
- probabilistic model