Stock Market Technical Indicator Optimization by Genetic Algorithms

By A. Ozbayoglu, Umur Erkut. 2010

9 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Omer Berat Sezer
2. Mustafa Ucar
3. Ilknur Ucar
4. İlknur Bayram
5. Cihan H. Dagli
6. Erdogan Dogdu
7. A. Ozbayoglu

In Management Science and Operations Research

1. A. Ozbayoglu
2. Omer Berat Sezer
3. Mustafa Ucar
4. Erdogan Dogdu
5. Ilknur Ucar
6. İlknur Bayram
7. Cihan H. Dagli
8. M. Ugur Gudelek

Citations in the corpus

• An Artificial Neural Network-based Stock Trading System Using Technical Analysis and Big Data Framework (2017, result): “However, it is seen in previous studies that implementing such optimization techniques might increase the overall trading performance considerably [6].”
• Developing a two level options trading strategy based on option pair optimization of spread strategies with evolutionary algorithms (2015, background): “Meanwhile some researchers focused on financial optimization problems such as optimum portfolio allocation [4], technical indicator optimization [5], optimum pairs trading selection, etc.”
• A Two-level Cascade Evolutionary Computation based Covered Call Trading Model (2013, methodology): “Soft computing methods have been used for stock market forecasting and creating successful trading strategies for quite some time now [6].”