Genetic algorithms for robust optimization in financial applications

ACTA Press
Publication Type:
Conference Proceeding
Proceedings Of The Iasted International Conference On Computational Intelligence, 2005, pp. 387 - 391
Issue Date:
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In stock market or other financial market systems, the technical trading rules are used widely to generate buy and sell alert signals. In each rule, there are many parameters. The users often want to get the best signal series from the in-sample sets, (H
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