Application of differential evolution algorithm for optimization of strategies based on financial time series

DOI10.1134/S1995423916020063MaRDI QIDQ5741330zbMATH OpenFDO

Authors

Publication date 22 July 2016

Published in Numerical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

technical analysisparallel genetic algorithmtrading strategyfinancial indicatortemplate evolutionary computation

Mathematics Subject Classification ID

Economic time series analysis (91B84) Combinatorial optimization (90C27) Trade models (91B60)

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