An evolutionary approach to improve a simple trading system

DOI10.1007/978-3-319-50234-2_7zbMATH Open1383.91005OpenAlexW2777529033MaRDI QIDQ4609752FDOQ4609752

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

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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

• Title not available (Why is that?)
• 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

Cited In (7)

• Modelling and trading the English and German stock markets with novelty optimization techniques
• Fuzzy-Evolutionary Modeling for Single-Position Day Trading
• Computational Science - ICCS 2004
• Title not available (Why is that?)
• A derivative-free optimization approach for the autotuning of a forex trading strategy
• Application of differential evolution algorithm for optimization of strategies based on financial time series
• A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through particle swarm optimization

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