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Exploration and Exploitation in Optimizing a Basic Financial Trading System: A Comparison Between FA and PSO Algorithms.
Claudio Pizzi
Irene Bitto
Marco Corazza
Published in:
IIH-MSP (1) (2017)
Keyphrases
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trading systems
financial markets
financial forecasting
stock market
stock price
technical indicators
risk management
exploration exploitation tradeoff
decision making
trading rules
investment strategies
foreign exchange
case based reasoning
genetic programming