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

DOI10.1134/S1995423916020063zbMATH Open1349.91214MaRDI QIDQ5741330FDOQ5741330

Authors:

Publication date: 22 July 2016

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

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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)

Cited In (9)

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