Real-time Trading System based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-hard Combinatorial Optimization.
Kosuke TatsumuraRyo HidakaJun NakayamaTomoya KashimataMasaya YamasakiPublished in: CoRR (2023)
Keyphrases
- combinatorial optimization
- trading systems
- real time
- np hard
- branch and bound algorithm
- technical indicators
- stock market
- stock price
- metaheuristic
- combinatorial optimization problems
- trading rules
- market data
- trading strategies
- traveling salesman problem
- simulated annealing
- branch and bound
- optimal solution
- mathematical programming
- vehicle routing problem
- financial markets
- combinatorial problems
- financial forecasting
- optimization problems
- investment strategies
- lower bound
- hard combinatorial optimization problems
- knapsack problem
- linear programming
- historical data
- stock exchange
- special case
- approximation algorithms
- short term
- combinatorial search
- ant colony optimization
- genetic programming
- long term
- search space
- max flow min cut