Design of stock trading system for historical market data using multiobjective particle swarm optimization of technical indicators

Abstract

Stock traders consider several factors in making decisions. They also differ in the importance they attach to each of these objectives. This requires a tool that can provide an optimal tradeoff among different objectives, a problem aptly solved by a multiobjective optimization (MOO) system. However, the application of MOO to stock trading is very limited… (More)
DOI: 10.1145/1388969.1388992

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