Combinatorial optimization using FOA and GA in futures market technical analysis

This paper presents a combination of the Fruit Fly Optimization Algorithm (FOA) and Genetic Algorithm(GA) for multi-objective combinatorial optimization(MOCO). The goal of the combination is to combine the advantages of FOA for its good ability in fast convergence and GA for its good performance in combinatorial optimization. In the last part of the paper, the new combination method was applied to the combinatorial optimization of futures market technical analysis. It shows good performance in finding a best combination and good suitability when data has been changed.