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: IEEE Access (2023)
Keyphrases
- combinatorial optimization
- trading systems
- real time
- np hard
- branch and bound algorithm
- technical indicators
- stock price
- stock market
- trading rules
- combinatorial optimization problems
- simulated annealing
- trading strategies
- traveling salesman problem
- metaheuristic
- market data
- optimization problems
- branch and bound
- financial markets
- mathematical programming
- combinatorial problems
- financial forecasting
- optimal solution
- vehicle routing problem
- np complete
- approximation algorithms
- stock exchange
- linear programming
- lower bound
- investment strategies
- scheduling problem
- ant colony optimization
- constraint satisfaction problems
- financial time series
- genetic programming
- max flow min cut