A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization.
Marco CorazzaClaudio PizziAndrea MarchioniPublished in: Comput. Manag. Sci. (2024)
Keyphrases
- trading systems
- particle swarm optimization
- technical indicators
- pso algorithm
- trading rules
- stock market
- financial forecasting
- trading strategies
- financial markets
- stock price
- market data
- multi objective
- particle swarm optimization pso
- stock index
- non stationary
- differential evolution
- risk management
- data mining
- association rules
- co occurrence
- objective function
- genetic algorithm
- information retrieval