A derivative-free optimization approach for the autotuning of a forex trading strategy
type: Item
instance of: scholarly article
title: A derivative-free optimization approach for the autotuning of a forex trading strategy
zbMATH Open document ID: 1471.90116
author: Alberto De Santis
author: Umberto Dellepiane
author: Stefano Lucidi
author: Stefania Renzi
published in: Optimization Letters
publication date: 2021-07-08T00:00:00Z
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 7369895
zbMATH Keywords: global optimization
zbMATH Keywords: black-box optimization
zbMATH Keywords: nonlinear programming
zbMATH Keywords: trading strategy
describes a project that uses: DFL
describes a project that uses: DFLBOX
describes a project that uses: OPAL
describes a project that uses: MISO
describes a project that uses: DFN
describes a project that uses: BFO
MaRDI profile type: Publication
full work available at URL: s11590-020-01546-7
OpenAlex ID: W3004511935
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DOI: 10.1007/S11590-020-01546-7
description: scientific article; zbMATH DE number 7369895