Evolutionary multi-objective optimization for multivariate pairs trading

Author:

Goldkamp JeffreyORCID,Dehghanimohammadabadi Mohammad

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference47 articles.

1. Genetic algorithms and darwinian approaches in financial applications: A survey;Aguilar-Rivera;Expert Systems with Applications,2015

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3. The mean–variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms;Anagnostopoulos;Expert Systems with Applications,2011

4. A computational methodology for modelling the dynamics of statistical arbitrage;Burgess,2000

5. Algorithmic trading: Winning strategies and their rationale;Chan,2013

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