A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization-Reference-Cited by-同舟云学术

A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization

Published:2024-03-20 Issue:1 Volume:21 Page:
ISSN:1619-697X
Container-title:Computational Management Science
language:en
Short-container-title:Comput Manag Sci

Author:

Corazza Marco,Pizzi Claudio,Marchioni Andrea

Publisher

Springer Science and Business Media LLC

Link

https://link.springer.com/content/pdf/10.1007/s10287-024-00506-1.pdf

Reference54 articles.

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3. Brabazon A, O’Neill M (2004) Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution. Comput Manag Sci 1(3):311–327

4. Briza AC, Naval PC Jr (2011) Stock trading system based on the multi-objective particle swarm optimization of technical indicators on end-of-day market data. Appl Soft Comput 11(1):1191–1201

5. Clerc M (1999) The swarm and the queen: towards a deterministic and adaptive particle swarm optimization. In: Proceedings of the 1999 congress on evolutionary computation. IEEE

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