Optimizing genetic algorithm with momentum strategy for technical trading rules : evidence from futures markets
Year of publication: |
2024
|
---|---|
Authors: | Li, Shihan ; Li, Shuyao ; Liu, Qingfu ; Tse, Yiuman |
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 |
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