Optimizing genetic algorithm with momentum strategy for technical trading rules : evidence from futures markets
Shihan Li, Shuyao Li, Qingfu Liu, Yiuman Tse
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Shihan ; Li, Shuyao ; Liu, Qingfu ; Tse, Yiuman |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 10, p. 1640-1661
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| Subject: | futures market | genetic algorithms | momentum strategy | trading rules | Wertpapierhandel | Securities trading | Evolutionärer Algorithmus | Evolutionary algorithm | Anlageverhalten | Behavioural finance | Theorie | Theory | Finanzanalyse | Financial analysis | Derivat | Derivative | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22543 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110710