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
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;
Conference_Titel :
Computational Intelligence and Informatics (CINTI), 2011 IEEE 12th International Symposium on
Conference_Location :
Budapest
Print_ISBN :
978-1-4577-0044-6
DOI :
10.1109/CINTI.2011.6108542
