Technical market indicators optimization using evolutionary algorithms.
Pablo Fernández-BlancoDiego J. Bodas-SagiFrancisco J. SolteroJosé Ignacio HidalgoPublished in: GECCO (Companion) (2008)
Keyphrases
- evolutionary algorithm
- optimization problems
- evolution strategy
- multi objective
- optimization method
- evolutionary strategy
- evolutionary computation
- optimization algorithm
- evolutionary search
- particle swarm
- global optimization
- multi objective optimization
- differential evolution
- fitness function
- genetic algorithm
- simulated annealing
- wide variety
- genetic programming
- test functions
- optimization process
- multidisciplinary design optimization
- optimization methods
- decision making
- multiple objectives
- optimization model
- stock price
- constrained optimization
- differential evolution algorithm
- estimation of distribution algorithms
- metaheuristic
- constrained optimization problems
- dynamic optimization
- market participants
- population based incremental learning
- evolutionary artificial neural networks
- information systems