Trading Strategies Optimization by Genetic Algorithm under the Directional Changes Paradigm
Author:
Affiliation:
1. School of Computer Science and Electronic Engineering, University of Essex,Wivenhoe Park,United Kingdom
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9870216/9870201/09870270.pdf?arnumber=9870270
Reference28 articles.
1. Regime Change Detection Using Directional Change Indicators in the Foreign Exchange Market to Chart Brexit
2. Classification of Normal and Abnormal Regimes in Financial Markets
3. Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems
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1. A Comparative Study for Stock Market Forecast Based on a New Machine Learning Model;Big Data and Cognitive Computing;2024-03-26
2. Collaborative Multiobjective Evolutionary Algorithms in the Search of Better Pareto Fronts: An Application to Trading Systems;Applied Sciences;2023-11-19
3. Optimization of Trading Strategies Using a Genetic Algorithm Under the Directional Changes Paradigm with Multiple Thresholds;2023 IEEE Congress on Evolutionary Computation (CEC);2023-07-01
4. Algorithmic trading with directional changes;Artificial Intelligence Review;2022-11-07
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