Using genetic algorithms for robust optimization in financial applications

Neural Network World

Volumn 5, Issue 4, 1995, Pages 573-587

  Pictet, O V ^a   Dacorogna, M M ^a   Chopard, B ^a   Oussaidene, M ^a   Schirru, R ^a   Tomassini, M ^a  

^a Olsen Ltd   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

GENETIC ALGORITHMS; MATHEMATICAL MODELS; OPTIMIZATION; ROBUSTNESS (CONTROL SYSTEMS);

FOREIGN EXCHANGE TRADING MODELS;

FINANCIAL DATA PROCESSING;

EID: 0029191076     PISSN: 12100552     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (17)