Optimization of trading physics models of markets.
Lester IngberRadu Paul MondescuPublished in: IEEE Trans. Neural Networks (2001)
Keyphrases
- trading systems
- statistical models
- electronic commerce
- neural network
- response surface
- complex systems
- optimization problems
- computer science
- experimental data
- financial markets
- data sets
- model selection
- probabilistic model
- optimization method
- optimization methods
- parametric models
- artificial intelligence
- trading strategies