Optimization of technical indicators in real time with multiobjective evolutionary algorithms.
Francisco J. SolteroDiego J. Bodas-SagiPablo Fernández-BlancoJosé Ignacio HidalgoFrancisco Fernández de VegaPublished in: GECCO (Companion) (2012)
Keyphrases
- multiobjective evolutionary algorithms
- real time
- optimization problems
- technical indicators
- multi objective
- multiobjective optimization
- optimization algorithm
- evolutionary algorithm
- multiobjective evolutionary algorithm
- stock price
- financial markets
- trading systems
- financial time series
- stock market
- foreign exchange
- metaheuristic
- tabu search
- genetic algorithm