论文信息 - Optimising Intraday Trading Models with Genetic Algorithms

Optimising Intraday Trading Models with Genetic Algorithms

This article deals with the use of Genetic Algorithms [GA] in the parametric optimisation of financial time series trading models over the models’ parmeter space. It also lays the groundwork for the use of evolutionary optimisation by performing search over the model space itself. An application to intraday trading models for the USD/DEM and DEM/JPY exchange rates is given.

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