Trading Strategies Optimization by Genetic Algorithm under the Directional Changes Paradigm.
Ozgur SalmanMichael KampouridisDelaram JarchiPublished in: CEC (2022)
Keyphrases
- trading strategies
- genetic algorithm
- optimization method
- real coded
- test bed
- optimization algorithm
- multi objective
- evolution strategy
- stock market
- optimization problems
- fitness function
- constrained optimization
- multi population
- ant colony optimization
- long term
- multi objective optimization
- financial markets
- simulated annealing
- general purpose