Enhancing Profitability through Interpretability in Algorithmic Trading with a Multiobjective Evolutionary Fuzzy System.
Adam GhandarZbigniew MichalewiczRalf ZurbrueggPublished in: PPSN (2) (2012)
Keyphrases
- evolutionary fuzzy
- multi objective
- evolutionary computing
- evolutionary algorithm
- multi objective optimization
- optimization algorithm
- multiobjective optimization
- particle swarm optimization
- fuzzy controller
- genetic algorithm
- multiple objectives
- objective function
- pareto optimal
- conflicting objectives
- bi objective
- nsga ii
- multiobjective evolutionary algorithm
- electronic commerce
- trading systems
- rule base
- financial markets
- multiobjective genetic algorithm
- prediction accuracy
- swarm intelligence
- neural network
- fuzzy logic
- fitness function
- intelligent systems
- genetic programming
- optimization problems
- machine learning