An evolutionary approach to improve a simple trading system

DOI10.1007/978-3-319-50234-2_7MaRDI QIDQ4609752zbMATH OpenOpenAlexFDO

Authors Marco Corazza, Francesca Parpinel, Claudio E. A. Pizzi

Publication date 26 March 2018

Published in Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-50234-2_7

zbMATH Keywords

particle swarm optimization (PSO)trading system

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Financial applications of other theories (91G80)

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• Particle swarm optimization with non-smooth penalty reformulation, for a complex portfolio selection problem

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• Application of differential evolution algorithm for optimization of strategies based on financial time series
• A derivative-free optimization approach for the autotuning of a forex trading strategy
• A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through particle swarm optimization
• Modelling and trading the English and German stock markets with novelty optimization techniques
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• Computational Science - ICCS 2004
• Fuzzy-Evolutionary Modeling for Single-Position Day Trading

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