GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading.
Zezheng ZhangMatloob KhushiPublished in: IJCNN (2020)
Keyphrases
- genetic algorithm
- optimization method
- high accuracy
- cost function
- neural network
- hybrid ga
- optimization algorithm
- experimental evaluation
- genetic algorithm is employed
- hybrid genetic algorithm
- multi objective optimization
- hybrid algorithm
- genetic algorithm ga
- detection method
- clustering method
- preprocessing
- similarity measure
- fitness function
- computational cost
- high precision
- dynamic programming
- evolutionary algorithm
- crossover operator
- computational complexity
- parallel genetic algorithm
- objective function