Optimal Technical Indicator-based Trading Strategies Using NSGA-II.
P. Shanmukh Kali PrasadVadlamani MadhavRamanuj LalVadlamani RaviPublished in: CoRR (2021)
Keyphrases
- nsga ii
- pareto optimal
- trading strategies
- multi objective
- optimal solution
- multi objective optimization
- evolutionary multiobjective optimization
- test problems
- evolutionary algorithm
- multiobjective optimization
- optimization problems
- multiobjective evolutionary algorithm
- multi objective optimization problems
- multi objective evolutionary algorithms
- differential evolution
- pareto optimal set
- multi objective differential evolution
- evolutionary multiobjective
- worst case
- bi objective
- pareto optimal solutions
- multi objective optimisation
- optimization algorithm
- object oriented
- artificial immune system
- dynamic programming
- test bed
- uniform design
- stock market
- nash equilibrium
- linear programming
- knapsack problem
- long term
- constrained multi objective optimization problems