Stock trading system based on the multi-objective particle swarm optimization of technical indicators on end-of-day market data

Applied Soft Computing Journal

Volumn 11, Issue 1, 2011, Pages 1191-1201

  Briza, Antonio C ^a   Naval Jr , Prospero C ^a  

^a UNIVERSITY OF THE PHILIPPINES   (Philippines)

Author keywords

Multi objective optimization; Particle swarm optimization; Stock trading systems; Technical indicators

Indexed keywords

MAKING DECISION; MARKET DATA; MULTI OBJECTIVE PARTICLE SWARM OPTIMIZATION; MULTI-OBJECTIVE OPTIMIZATION SYSTEMS; NSGA-II; NSGA-II ALGORITHM; OBJECTIVE FUNCTIONS; OPTIMAL TRADEOFFS; PARTICLE SWARM; SAMPLE DATA; SHARPE RATIOS; STOCK TRADING; STOCK TRADING SYSTEM; TECHNICAL INDICATOR;

COMMERCE; PARTICLE SWARM OPTIMIZATION (PSO); PROFITABILITY;

MULTIOBJECTIVE OPTIMIZATION;

EID: 77957920390     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2010.02.017     Document Type: Article

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