A parallel evolutionary algorithm for technical market indicators optimization.
Diego J. Bodas-SagiPablo Fernández-BlancoJosé Ignacio HidalgoFrancisco José Soltero-DomingoPublished in: Nat. Comput. (2013)
Keyphrases
- evolutionary algorithm
- optimization problems
- function optimization
- evolution strategy
- optimization method
- evolutionary computation
- evolutionary strategy
- multi objective
- parallel processing
- global optimization
- optimization process
- multi objective optimization
- fitness function
- differential evolution
- mutation operator
- hybrid evolutionary algorithm
- optimization methods
- evolutionary search
- simulated annealing
- combinatorial optimization
- optimization algorithm
- island model
- wide variety
- particle swarm
- optimization model
- futures market
- evolutionary process
- parallel computation
- genetic operators
- genetic programming
- crossover operator
- parallel implementation
- shared memory
- stock price
- decision making
- stock market