DocumentCode
2727238
Title
On genetic algorithm methodology for robust system design
Author
Shamsieva, A.M. ; Arkov, V.U.
Author_Institution
Dept. of Automated Control & Manage. Syst., Ufa State Aviation Tech. Univ., Ufa, Russia
fYear
2011
fDate
21-22 Nov. 2011
Firstpage
421
Lastpage
426
Abstract
Optimization of the trading strategy with application of the genetic algorithm methodology is discussed. The trading strategy design in the context of robustness criteria is analyzed. The trading system optimization is performed using technical analysis and genetic optimization software.
Keywords
genetic algorithms; investment; genetic algorithm methodology; portfolio investment; robust system design; robustness criteria; technical analysis; trading strategy; trading system optimization; Algorithm design and analysis; Genetic algorithms; Optimization; Robustness; Smoothing methods; Testing; Training;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Intelligence and Informatics (CINTI), 2011 IEEE 12th International Symposium on
Conference_Location
Budapest
Print_ISBN
978-1-4577-0044-6
Type
conf
DOI
10.1109/CINTI.2011.6108542
Filename
6108542
Link To Document