Investigating technical trading strategy via an multi-objective evolutionary platform

Expert Systems with Applications

Volumn 36, Issue 7, 2009, Pages 10408-10423

  Chiam, S C ^a   Tan, K C ^a   Al Mamun, A ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Evolutionary computation; Multi objective; Optimization; Technical trading strategies

Indexed keywords

BUILDING BLOCKS; CONVENTIONAL APPROACHES; DEGREE OF RISKS; EVOLUTIONARY COMPUTATION; EVOLUTIONARY OPTIMIZATIONS; MULTI-OBJECTIVE; OPTIMIZATION PROBLEMS; PARETO FRONTS; PERFORMANCE MEASURES; POSITIVE CORRELATIONS; REAL-WORLD PRACTICES; TECHNICAL TRADING STRATEGIES; TEST DATUM; TRADING RULES; TRAINING DATUM;

MULTIOBJECTIVE OPTIMIZATION; RISK PERCEPTION; STRATEGIC PLANNING;

COMMERCE;

EID: 67349100639     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2009.01.058     Document Type: Article

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