A Sophisticated Optimization Algorithm for Obtaining a Group Trading Strategy Portfolio and Its Stop-Loss and Take-Profit Points.
Chun-Hao ChenYu-Hsuan ChenMu-En WuTzung-Pei HongPublished in: SMC (2018)
Keyphrases
- optimization algorithm
- multi objective
- optimization method
- differential evolution
- decision making
- particle swarm optimization pso
- evolutionary multi objective
- optimization strategy
- artificial bee colony
- evolutionary algorithm
- particle swarm optimisation
- data points
- global optima
- convergence speed
- control parameters
- portfolio optimization
- objective function