An Evolutionary Approach to Improve a Simple Trading System

DOI10.1007/978-3-319-50234-2_7zbMath1383.91005OpenAlexW2777529033MaRDI QIDQ4609752

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

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)

Cites Work

• Particle swarm optimization with non-smooth penalty reformulation, for a complex portfolio selection problem
• A case study on using neural networks to perform technical forecasting of forex
• Unnamed Item

This page was built for publication: An Evolutionary Approach to Improve a Simple Trading System