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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2008, Volume 11, Number 4, Pages 423–432 (Mi sjvm60)  
This article is cited in 2 scientific papers (total in 2 papers)

A parallel genetic algorithm for optimization of trading strategies

O. G. Monakhov

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences
Full-text PDF (220 kB) Citations (2)
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Abstract: An approach for optimization of trading strategies (algorithms) based on indicators of financial markets and evolutionary computation is described. A parallel version of the genetic algorithm for the search of optimal parameters of trading strategies for maximization of a trading profit is presented.
Key words: trading strategy, parallel genetic algorithm, technical analysis, financial indicator, template, evolutionary computation.
Received: 10.01.2008
English version:
Numerical Analysis and Applications, 2008, Volume 1, Issue 4, Pages 347–354
DOI: https://doi.org/10.1134/S1995423908040058
UDC: 681.324+519.17
Language: Russian
Citation: O. G. Monakhov, “A parallel genetic algorithm for optimization of trading strategies”, Sib. Zh. Vychisl. Mat., 11:4 (2008), 423–432; Num. Anal. Appl., 1:4 (2008), 347–354
Citation in format AMSBIB
\Bibitem{Mon08}
\by O.~G.~Monakhov
\paper A parallel genetic algorithm for optimization of trading strategies
\jour Sib. Zh. Vychisl. Mat.
\yr 2008
\vol 11
\issue 4
\pages 423--432
\mathnet{http://mi.mathnet.ru/sjvm60}
\transl
\jour Num. Anal. Appl.
\yr 2008
\vol 1
\issue 4
\pages 347--354
\crossref{https://doi.org/10.1134/S1995423908040058}
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    • This publication is cited in the following 2 articles:
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