Trading system mixed-integer optimization by PSO

DOI10.1007/978-3-030-78965-7_24MaRDI QIDQ7231753zbMATH OpenFDO

Authors Marco Corazza, Francesca Parpinel, Claudio Pizzi

Publication date 22 April 2026

Full work available at URL https://doi.org/10.1007/978-3-030-78965-7_24

zbMATH Keywords

mixed-integer optimizationparticle swarm optimizationtechnical analysistrading systems

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx)

Cites work

• An evolutionary approach to improve a simple trading system
• Particle swarm optimization with non-smooth penalty reformulation, for a complex portfolio selection problem

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