329 search results - page 1 / 66 » Computational intelligence algorithms for risk-adjusted trad... |
CEC
2007
IEEE
13 years 11 months ago
2007
IEEE
Abstract— This paper investigates the performance of trading strategies identified through Computational Intelligence techniques. We focus on trading rules derived by Genetic Pr...
AIPS
2000
13 years 6 months ago
2000
Thefocus of this workis the computationof efficient strategies for commoditytrading in a multi-marketenvironment. In today's "global economy"commodities are often b...
EVOW
2010
Springer
13 years 9 months ago
2010
Springer
Abstract. Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of...
AAMAS
2007
Springer
13 years 11 months ago
2007
Springer
Abstract. In agent-based computational economics, many different trading strategies have been proposed. Given the kinds of market that such trading strategies are employed in, it i...
CORR
2010
Springer
13 years 5 months ago
2010
Springer
Given the return series for a set of instruments, a trading strategy is a switching function that transfers wealth from one instrument to another at specified times. We present ef...