An Improved Optimization Algorithm to Find Suitable Technical Indicators for Identifying Low-Risk Trading Signals.
Chun-Hao ChenChun-Yeh HuangMeng-Shiuan PanPublished in: ICCE-Taiwan (2023)
Keyphrases
- optimization algorithm
- technical indicators
- stock market
- multi objective
- trading rules
- stock price
- optimization method
- trading systems
- particle swarm optimization pso
- financial time series
- evolutionary multi objective
- differential evolution
- foreign exchange
- risk management
- financial markets
- optimization strategy
- hybrid optimization algorithm
- early warning
- decision making
- evolutionary algorithm
- stock exchange
- market data
- software agents
- reinforcement learning