Multiobjective algorithms for financial trading: Multiobjective out-trades single-objective.
Dome LohpetchDavid CornePublished in: IEEE Congress on Evolutionary Computation (2011)
Keyphrases
- multi objective
- evolutionary algorithm
- multi objective optimization
- multiobjective optimization
- multiobjective evolutionary algorithms
- conflicting objectives
- optimization algorithm
- optimization problems
- nsga ii
- particle swarm optimization
- multi objective optimization problems
- genetic algorithm
- objective function
- artificial bee colony
- neural network
- multiple objectives
- computational cost
- pareto optimal solutions
- multiobjective genetic algorithm
- multi objective problems
- multiobjective evolutionary algorithm
- multi objective evolutionary algorithms
- optimization methods
- theoretical analysis
- learning algorithm
- financial markets
- data mining techniques
- worst case
- significant improvement
- computational complexity