A comparative study of technical trading strategies using a genetic algorithm
Luís Lobato Macedo, Pedro Godinho, Maria João Alves
| Year of publication: |
2020
|
|---|---|
| Authors: | Macedo, Luís Lobato ; Godinho, Pedro ; Alves, Maria João |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 55.2020, 1, p. 349-381
|
| Subject: | Genetic algorithm | Optimization | Finance | Technical analysis | Forex | Evolutionärer Algorithmus | Evolutionary algorithm | Finanzanalyse | Financial analysis | Mathematische Optimierung | Mathematical programming | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection | Theorie | Theory | Anlageverhalten | Behavioural finance | Devisenmarkt | Foreign exchange market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-016-9641-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012222605