Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets
Year of publication: |
2020
|
---|---|
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
|
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 |
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