Trading Strategy Hyper-parameter Optimization using Genetic Algorithm.
George-Antoniu DeacDavid-Traian IancuPublished in: CSCS (2023)
Keyphrases
- genetic algorithm
- hyperparameters
- parameter optimization
- model selection
- optimization method
- real coded
- optimization problems
- optimization algorithm
- multi objective
- parameter settings
- em algorithm
- closed form
- evolutionary algorithm
- random search
- grid search
- random sampling
- maximum likelihood
- genetic algorithm ga
- noise level
- bayesian inference
- cross validation
- error rate
- simulated annealing
- support vector
- data mining