A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through particle swarm optimization
DOI10.1007/s10287-024-00506-1MaRDI QIDQ6538809
Marco Corazza, Claudio Pizzi, Andrea Marchioni
Publication date: 14 May 2024
Published in: Computational Management Science (Search for Journal in Brave)
particle swarm optimizationtrading systemsignal aggregationItalian stock marketindicator settingtrading rule definition
Computational methods for problems pertaining to game theory, economics, and finance (91-08) Operations research and management science (90Bxx) Financial markets (91G15) Mathematical modeling or simulation for problems pertaining to game theory, economics, and finance (91-10)
Cites Work
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- Technical trading and cryptocurrencies
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- Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution
- Optimal Trend Following Trading Rules
- An Evolutionary Approach to Improve a Simple Trading System
- Trend following with momentum versus moving averages: a tale of differences
- A Mathematical Analysis of Technical Analysis
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