Optimal technical indicator based trading strategies using evolutionary multi objective optimization algorithms
Yelleti Vivek, P. Shanmukh Kali Prasad, Vadlamani Madhav, Ramanuj Lal, Vadlamani Ravi
| Year of publication: |
2025
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|---|---|
| Authors: | Vivek, Yelleti ; Prasad, P. Shanmukh Kali ; Madhav, Vadlamani ; Lal, Ramanuj ; Ravi, Vadlamani |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 66.2025, 1, p. 757-807
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| Subject: | Sharpe ratio | Trading strategy | AGE-MOEA | Maximum drawdown | MOEA/D | Multi objective optimization | NSGA-II | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Algorithmus | Algorithm | Evolutionärer Algorithmus | Evolutionary algorithm | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-024-10701-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015590803