Application of differential evolution algorithm for optimization of strategies based on financial time series

OG Monakhov, EA Monakhova, M Pant - Numerical Analysis and …, 2016 - Springer
An approach for optimization of trading strategies (algorithms) based on indicators of
financial markets and evolutionary computation is described. A new version of differential …

Turbulent Particle Swarm Optimization and Genetic Algorithm for Function Maximization

SD Mayanglambam, VDA Kumar, R Pamula - International Conference on …, 2023 - Springer
The optimization problems can be solved by using population based heuristic search
techniques namely Particle Swarm Optimization (PSO) and Genetic Algorithm (GA). One of …

Применение алгоритма дифференциальной эволюции для оптимизации стратегий на основе финансовых временных рядов

ОГ Монахов, ЭА Монахова, M Пант - Сибирский журнал …, 2016 - mathnet.ru
An approach to optimization of trading strategies (algorithms) based on indicators of
financial markets and evolutionary computation is described. A new version of the …