An application of multiobjective particle swarm optimization to end-of-day historical stock trading

Stock traders consider several factors or objectives in making decisions. Moreover, they 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 (MO...

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Détails bibliographiques
Auteur principal: Briza, Antonio C.
Format: Thèse
Langue:English
Publié: 2008.
Sujets: