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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2008, Volume 11, Number 4, Pages 423–432
(Mi sjvm60)
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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
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
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
Linking options:
https://www.mathnet.ru/eng/sjvm60 https://www.mathnet.ru/eng/sjvm/v11/i4/p423
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Abstract page: | 1024 | Full-text PDF : | 559 | References: | 71 | First page: | 26 |
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