Fitting the control parameters of a genetic algorithm: an application to technical trading systems design

DOI10.1016/j.ejor.2005.03.067zbMath1163.90575OpenAlexW1995487919MaRDI QIDQ864002

Laura Núñez-Letamendia

Publication date: 12 February 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2005.03.067

zbMATH Keywords

genetic algorithmfinancial marketscontrol parameterstechnical ruletrading system

Mathematics Subject Classification ID

Search theory (90B40) Marketing, advertising (90B60)

Related Items (3)

A hybrid stock trading system using genetic network programming and mean conditional value-at-risk ⋮ Hybrid flow-shop manufacturing network reliability optimization using genetic algorithm and absorbing Markov chain ⋮ A trend based investment decision approach using clustering and heuristic algorithm

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Off-line computation of Stackelberg solutions with the genetic algorithm
• A formal analysis of the role of multi-point crossover in genetic algorithms
• Characterizing crossover in genetic algorithms.
• Enhanced genetic operators for the resolution of discrete constrained optimization problems
• A closer look at mutation in genetic algorithms

This page was built for publication: Fitting the control parameters of a genetic algorithm: an application to technical trading systems design