Optimising Intraday Trading Models with Genetic Algorithms

@inproceedings{Dunis2000OptimisingIT,
  title={Optimising Intraday Trading Models with Genetic Algorithms},
  author={Christian L. Dunis and Andrew Harris and Swee Leong},
  year={2000}
}
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… CONTINUE READING