An evolutionary multi-objective optimization of trading rules in call markets.
Xinyang LiAndreas KrausePublished in: Intell. Syst. Account. Finance Manag. (2011)
Keyphrases
- multi objective optimization
- trading rules
- market data
- financial markets
- multi objective
- trading systems
- evolutionary algorithm
- double auction
- stock market
- electronic markets
- market conditions
- genetic algorithm
- nsga ii
- bi objective
- trading strategies
- multi objective optimization problems
- multi objective genetic algorithm
- differential evolution
- electronic commerce
- multi objective genetic algorithms
- pareto optimal set
- multiple objectives
- simulation model
- software agents
- optimization algorithm
- cooperative
- decision making