Dynamic optimization by evolutionary algorithms applied to financial time series

Proceedings of the 2002 Congress on Evolutionary Computation, CEC 2002

Volumn 2, Issue , 2002, Pages 2017-2022

  Yamaski, Kazuko ^a   Kitakaze, Kazuhisa ^a   Sekiguchi, Masuteru ^a  

^a TOKYO UNIVERSITY OF INFORMATION SCIENCES   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL DATA PROCESSING; MULTIOBJECTIVE OPTIMIZATION;

DYNAMIC OPTIMIZATION; DYNAMIC OPTIMIZATION PROBLEM (DOP); FINANCIAL TIME SERIES; MULTI-OBJECTIVE RANKING; OBJECTIVE FUNCTIONS;

EVOLUTIONARY ALGORITHMS;

EID: 33751376330     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CEC.2002.1004553     Document Type: Conference Paper

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