Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets
JeongHoe Lee, Navid Sabbaghi
| Year of publication: |
2020
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|---|---|
| Authors: | Lee, JeongHoe ; Sabbaghi, Navid |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 2.2020, 1/2, p. 15-37
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| Subject: | Multi-objective optimization | Trading strategies | Foreign exchange markets | Genetic algorithm | Devisenmarkt | Foreign exchange market | Theorie | Theory | Evolutionärer Algorithmus | Evolutionary algorithm | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Anlageverhalten | Behavioural finance | Elektronisches Handelssystem | Electronic trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-019-00016-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012284948