Multi-Objective Optimisation and Genetic Programming for Trading by Combining Directional Changes and Technical Indicators.
Xinpeng LongMichael KampouridisPanagiotis KanellopoulosPublished in: CEC (2023)
Keyphrases
- technical indicators
- genetic programming
- trading systems
- multi objective optimisation
- foreign exchange
- stock price
- financial time series
- financial markets
- stock market
- multi objective
- evolutionary algorithm
- fitness function
- evolutionary computation
- exchange rate
- nsga ii
- non stationary
- genetic algorithm
- multi objective optimization
- news articles
- data mining
- linear programming
- decision making
- search algorithm
- multiobjective optimization
- scheduling problem
- neural network