UM

Browse/Search Results:  1-2 of 2 Help

Selected(0)Clear Items/Page:    Sort:
Trend following in financial time series with multi-objective optimization Journal article
APPLIED SOFT COMPUTING, 2018,Volume: 66,Page: 149-167
Authors:  Jingyuan Liu;  Yain-Whar Si;  Defu Zhang;  Ligang Zhou
Favorite | View/Download:190/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2018/10/30
Financial Time Series  Technical Analysis  Trend Following  Particle Swarm Optimization  Simulated Annealing  
Trend Following With Float-encoding Genetic Algorithm Conference paper
Seventh International Conference on Digital Information Management (ICDIM 2012), Macau, China, 22-24 Aug. 2012
Authors:  Jiahua Luo;  Yain-Whar Si;  Simon Fong
Favorite | View/Download:12/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/02/13
Exponential Moving Average  Float-encoding Genetic Algorithm  p&q  Stock Trend Following