A technique for the optimization of the parameters of technical indicators with Multi-Objective Evolutionary Algorithms.
Diego J. Bodas-SagiFrancisco J. SolteroJosé Ignacio HidalgoPablo FernándezF. FernandezPublished in: IEEE Congress on Evolutionary Computation (2012)
Keyphrases
- multi objective evolutionary algorithms
- technical indicators
- multi objective
- optimization problems
- multi objective optimization
- optimization algorithm
- multi objective optimization problems
- evolutionary algorithm
- test problems
- nsga ii
- financial time series
- stock price
- differential evolution
- multi criteria
- multiobjective optimization